估计 von Mises 分布的浓度参数:一项系统性模拟基准
Estimating the concentration parameter of a von Mises distribution: a systematic simulation benchmark
AI总结:
本文通过覆盖样本量2至8192、浓度参数0至100的系统模拟,比较12种 von Mises 分布浓度参数估计器,并总结其误差表现与适用规律。
摘要:
在方向统计学中,von Mises 分布是分析圆形数据的关键要素。尽管关于其位置参数 $μ$ 的估计已形成普遍共识,但人们已提出若干方法来估计浓度参数 $κ$。我们在此对12种此类估计器的行为进行全面评估,所用数据集大小 $N$ 从2到8\\,192,生成数据时的 $κ$ 从0到100。我们提供详细结果以及对结果的整体分析,表明:(1)对于给定的 $κ$,大多数估计器在大型数据集($N \geq 16$)上的行为非常相似,而在小型数据集上差异更大;(2)对于给定估计器,如果考察 $κ\leq 1$ 时的平均绝对误差以及 $κ\geq 1$ 时的平均相对绝对误差,结果非常相似。
英文摘要:
In directional statistics, the von Mises distribution is a key element in the analysis of circular data. While there is a general agreement regarding the estimation of its location parameter $μ$, several methods have been proposed to estimate the concentration parameter $κ$. We here provide a thorough evaluation of the behavior of 12 such estimators for datasets of size $N$ ranging from 2 to 8\,192 generated with a $κ$ ranging from 0 to 100. We provide detailed results as well as a global analysis of the results, showing that (1) for a given $κ$, most estimators have behaviors that are very similar for large datasets ($N \geq 16$) and more variable for small datasets, and (2) for a given estimator, results are very similar if we consider the mean absolute error for $κ\leq 1$ and the mean relative absolute error for $κ\geq 1$.
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