Shift estimation and forms of Von Mises distribution

Autor:	T. S. Strukov
Rok vydání:	2013
Předmět:	Statistics and Probability Logarithm Basis (linear algebra) Applied Mathematics General Mathematics Maximum likelihood Mathematical analysis symbols.namesake symbols von Mises distribution Order (group theory) Likelihood function Bessel function Consistency problem Mathematics
Zdroj:	Journal of Mathematical Sciences. 189:992-996
ISSN:	1573-8795 1072-3374
Popis:	fΘ(θ; θ0, k) = 1 2πI0(k) exp {k cos(θ − θ0)} , where k ≥ 0, θ; θ0 ∈ (0; 2π), and Iν(z) is a modified Bessel function of the first kind of order ν [1, p. 164]. We need to estimate the parameters θ0 and k on the basis of the sample (first we have to consider the consistency problem of the sample and the von Mises distribution [1, p. 164–166]). It is reasonable that the maximum likelihood method should be used to estimate these parameters. Since the likelihood function logarithm is equal to
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::bc3a8a14c67cc76c521c889f9b4a5b04 https://doi.org/10.1007/s10958-013-1242-8 Zobrazit plný text záznamu Plný text ve formátu PDF