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Tests for a given linear structure of the mean direction of the langevin distribution

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Abstract

This paper deals with Watson statistic T w and likelihood ratio (LR) statistic T l for testing hypothesis H 0s: μ ∈ V (a given s-dimensional subspace) based on a sample of size n from a p-variate Langevin distribution M p(μ, κ). Asymptotic expansions of the null and non-null distributions of T w and T l are obtained when n is large. Asymptotic expressions of those powers are also obtained. It is shown that the powers of them are coincident up to the order n -1 when κ is unknown.

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Authors and Affiliations

  1. Department of Mathematics, Faculty of Science, Hiroshima University, Naka-ku, 730, Hiroshima, Japan

    Yoko Watamori

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  1. Yoko Watamori
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Watamori, Y. Tests for a given linear structure of the mean direction of the langevin distribution. Ann Inst Stat Math 44, 147–156 (1992). https://doi.org/10.1007/BF00048677

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  • DOI: https://doi.org/10.1007/BF00048677

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