On the derivatives of the normalising constant of the Bingham distribution

被引：14
|
作者：
Kume, A.
Wood, Andrew T. A. [1 ]
机构：
[1] Univ Nottingham, Sch Math Sci, Nottingham NG7 2RD, England
[2] Univ Kent, Inst Math Stat & Actuarial Sci, Canterbury CT2 7NF, New Zealand
来源：
STATISTICS & PROBABILITY LETTERS | 2007年 / 77卷 / 08期
基金：
英国工程与自然科学研究理事会;
关键词：
complex Bingham distribution; directional statistics; shape analysis;
D O I：
10.1016/j.spl.2006.12.003
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：
It is shown that an arbitrary joint partial derivative of the Bingham normalising constant, expressed in standard form, is proportional to the normalising constant of a Bingham distribution of higher dimension. Two consequences of this result are noted. (c) 2007 Elsevier B.V. All rights reserved.
引用
收藏
页码：832 / 837
页数：6
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