MODIFIED BESSEL-FUNCTIONS AND THEIR APPLICATIONS IN PROBABILITY AND STATISTICS

被引:31
|
作者
ROBERT, C
机构
[1] Department of Mathematics, Cornell University, Ithaca
关键词
Bayes estimation; complete class results; Modified Bessel functions; uniform distributions on spheres;
D O I
10.1016/0167-7152(92)90011-S
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Modified Bessel functions are often of use in the probabilistic and statistical analysis of spherical distributions and we give here the main properties of these functions. In particular, they appear in Bayes estimators with respect to uniform distributions on spheres; we derive a constructive result about the approximation of a Bayes estimator by a mixture of these primitive estimators. © 1990.
引用
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页码:155 / 161
页数:7
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