Digitale Medien
Springer
Annals of the Institute of Statistical Mathematics
42 (1990), S. 359-373
ISSN:
1572-9052
Schlagwort(e):
Asymptotic expansion
;
central limit theorem
;
Langevin distribution
;
likelihood ratio criterion
;
Watson statistic
;
Rao statistic
;
modified Wald statistic
Quelle:
Springer Online Journal Archives 1860-2000
Thema:
Mathematik
Notizen:
Abstract The asymptotic expansions of the distribution of a sum of independent random vectors with Langevin distribution are given. The power functions of the likelihood ratio criterion, Watson statistic, Rao statistic and the modified Wald statistic for testing the hypothesis of the mean direction are obtained asymptotically and a numerical comparison is made.
Materialart:
Digitale Medien
URL:
http://dx.doi.org/10.1007/BF00050842
Permalink
|
Standort |
Signatur |
Erwartet |
Verfügbarkeit |