Electronic Resource
Springer
Annals of the Institute of Statistical Mathematics
42 (1990), S. 359-373
ISSN:
1572-9052
Keywords:
Asymptotic expansion
;
central limit theorem
;
Langevin distribution
;
likelihood ratio criterion
;
Watson statistic
;
Rao statistic
;
modified Wald statistic
Source:
Springer Online Journal Archives 1860-2000
Topics:
Mathematics
Notes:
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.
Type of Medium:
Electronic Resource
URL:
http://dx.doi.org/10.1007/BF00050842
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