论文信息 - Estimation of the concentration parameter in von Mises–Fisher distributions

Estimation of the concentration parameter in von Mises–Fisher distributions

SUMMARY Using sufficiency arguments it is proposed to estimate the concentration parameter, K, in the d-dimensional von Mises-Fisher distribution on the basis of the marginal distribution of the resultant length only. Distributional properties of the estimate are given. The analogue to the Neyman-Scott example of inconsistency is considered for the von Mises-Fisher distribution, and again an estimate based on the marginal distribution of the resultant lengths is proposed and discussed.

G. Schou

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