Predictive inference for directional data

详细信息    查看全文

• 作者：Jammalamadaka ; S. Rao ; SenGupta ; Ashis
• 关键词：Bessel functions ; Circular normal distribution ; Predictive density ; von Mises-fisher distribution ; Symmetric wrapped stable family
• 刊名：Statistics and Probability Letters
• 出版年：1998
• 出版时间：October 15, 1998
• 年：1998
• 卷：40
• 期：3
• 页码：247-257
• 全文大小：337 K

文摘

Predictive density for a future observation is derived when the given data comes from circular or spherical distributions. Model robustness of these predictive densities for the circular case is exhibited. Predictive intervals corresponding to the highest density regions are derived and an example is given.