The Langevin distribution on high dimensional spheres
G. S. Watson · Journal of Applied Statistics · 1988
The Langevin (or von-Mises) distribution L(μ,k,q) of a unit vector in Rq has been well studied for the cases of large samples (n? 8) and high concentrations (K? 8). Here we study it as q? 8. Interesting results are only obtained when we use L(μ,q½,q).