Modified Bessel functions and their applications in probability and statistics
Christian Robert
Statistics & Probability Letters, 1990, vol. 9, issue 2, 155-161
Abstract:
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.
Keywords: Modified; Bessel; functions; uniform; distributions; on; spheres; Bayes; estimation; complete; class; results (search for similar items in EconPapers)
Date: 1990
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:9:y:1990:i:2:p:155-161
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