On the derivatives of the normalising constant of the Bingham distribution

On the derivatives of the normalising constant of the Bingham distribution

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.

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Veröffentlicht in:Statistics & probability letters 2007-04, Vol.77 (8), p.832-837
Hauptverfasser: Kume, A., Wood, Andrew T.A.
Format: Artikel
Sprache:eng
Schlagworte:
Complex Bingham distribution
Complex Bingham distribution Directional statistics Shape analysis
Directional statistics
Distribution theory
Exact sciences and technology
General topics
Mathematics
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Shape analysis
Statistics
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Beschreibung
Zusammenfassung: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.
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2006.12.003