Maximum likelihood characterization of rotationally symmetric distributions on the sphere

被引:0
|
作者
Mitia Duerinckx
Christophe Ley
机构
[1] Université Libre de Bruxelles,Département de Mathématique
[2] Université Libre de Bruxelles,E.C.A.R.E.S. and Département de Mathématique
来源
Sankhya A | 2012年 / 74卷 / 2期
关键词
Cauchy’s functional equation; characterization theorem; Fisher-von Mises-Langevin distribution; maximum likelihood estimator; rotationally symmetric distributions on the sphere; Primary 62H05; 62E10; Secondary 60E05;
D O I
10.1007/s13171-012-0004-x
中图分类号
学科分类号
摘要
A classical characterization result, which can be traced back to Gauss, states that the maximum likelihood estimator (MLE) of the location parameter equals the sample mean for any possible univariate samples of any possible sizes n if and only if the samples are drawn from a Gaussian population. A similar result, in the two-dimensional case, is given in von Mises (1918) for the Fisher-von Mises-Langevin (FVML) distribution, the equivalent of the Gaussian law on the unit circle. Half a century later, Bingham and Mardia (1975) extend the result to FVML distributions on the unit sphere \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{S}^{k-1}:=\{{\ensuremath{\mathbf{v}}}\in{\mathbb R}^k:{\ensuremath{\mathbf{v}}}'{\ensuremath{\mathbf{v}}}=1\}$\end{document}, k ≥ 2. In this paper, we present a general MLE characterization theorem for a large subclass of rotationally symmetric distributions on \documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$\mathcal{S}^{k-1}$\end{document}, k ≥ 2, including the FVML distribution.
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页码:249 / 262
页数:13
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