Estimation of the directional parameter of the offset exponential and normal distributions in three-dimensional space using the sample mean
Abstract
The directional precision of the sample mean estimator was calculated analytically for the offset exponential and normal distributions in three-dimensional space both for a finite sample and for limiting cases. It was shown that the spherical projection of the sample mean of the shifted exponential distribution has connections with modified Bessel functions and with hypergeometric functions. It was shown explicitly how the distribution of the sample mean of the exponential pdf converges near the mode to the normal distribution. Approximation formulae for the distribution of the sample mean of the shifted exponential distribution and for its directional precision and for the precision of the estimation of the direction of shift of the normal distribution were obtained.
Keywords
Cite
@article{arxiv.1505.04647,
title = {Estimation of the directional parameter of the offset exponential and normal distributions in three-dimensional space using the sample mean},
author = {Yaroslav Nikitenko},
journal= {arXiv preprint arXiv:1505.04647},
year = {2015}
}
Comments
30 pages, 1 figure. Diploma thesis submitted at the Independent University of Moscow. Keywords: exponential distribution, normal distribution, gaussian distribution, directional statistics, angular precision, direction estimator, offset distribution, 3d, three-dimensional, multidimensional