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The theory of concentrated Langevin distributions
Authors:Geoffrey S Watson
Institution:Princeton University USA
Abstract:The density of the Langevin (or Fisher-Von Mises) distribution is proportional to exp κμx, where x and the modal vector μ are unit vectors in Rq. κ (≥0) is called the concentration parameter. The distribution of statistics for testing hypotheses about the modal vectors of m distributions simplify greatly as the concentration parameters tend to infinity. The non-null distributions are obtained for statistics appropriate when κ1,…,κm are known but tend to infinity, and are unknown but equal to κ which tends to infinity. The three null hypotheses are H01:μ = μ0(m=1), H02:μ1 = … =μm, H03:μi?V, i=1,…,m In each case a sequence of alternatives is taken tending to the null hypothesis.
Keywords:62E15  62F03  Directional data  Langevin distribution  Fisher-von Mises distribution  hypothesis tests  estimates  multivariate Gaussian distribution  non-central chi-square distribution
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