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An Improved Test of Equality of Mean Directions for the Langevin-von Mises-Fisher Distribution
Pavlina Rumcheva1, Brett Presnell1
1U.S. Centers for Disease Control and Prevention and University of Florida.
Abstract:
A multi-sample test for equality of mean directions is developed for populations having Langevin-von Mises-Fisher distributions with a common unknown concentration. The proposed test statistic is a monotone transformation of the likelihood ratio. The high-concentration asymptotic null distribution of the test statistic is derived. In contrast to previously suggested high-concentration tests, the high-concentration asymptotic approximation to the null distribution of the proposed test statistic is also valid for large sample sizes with any fixed nonzero concentration parameter. Simulations of size and power show that the proposed test outperforms competing tests. An example with three-dimensional data from an anthropological study illustrates the practical application of the testing procedure.
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