A modified likelihood ratio test for the mean direction in the von mises distribution

Eiji Yamamoto, Takemi Yanagimoto · Communication in Statistics- Theory and Methods · 1995

The likelihood ratio test (LRT) for the mean direction in the von Mises distribution is modified for possessing a common asymptotic distribution both for large sample size and for large concentration parameter. The test statistic of the modified LRT is compared with the F distribution but not with the chi-square distribution usually employed, Good performances of the modified LRT are shown by analytical studies and Monte Carlo simulation studies, A notable advantage of the test is that it takes part in the unified likelihood inference procedures including both the marginal MLE and the marginal LRT for the concentration parameter.

Read the paper · More papers on PaperTik