Tests for the mean direction of the Langevin distribution with large concentration parameter

In this paper we study the asymptotic behaviors of the likelihood ratio criterion (T_L^(s)), Watson statistic (T_W^(s)) and Rao statistic (T_R^(s)) for testing H_0s: μ (a given subspace) against H_1s: μ , based on a sample of size n from a p-variate Langevin distribution M_p(μ, κ) when κ is large. For the case when κ is known, asymptotic expansions of the null and nonnull distributions of these statistics are obtained. It is shown that the powers of these statistics are coincident up to the order κ⁻¹. For the case when κ is unknown, it is shown that T_R^(s) T_L^(s) T_W^(s) in their powers up to the order κ⁻¹.