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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Year of publication:	2007
Authors:	Kume, A. ; Wood, Andrew T.A.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 77.2007, 8, p. 832-837
Publisher:	Elsevier
Keywords:	Complex Bingham distribution Directional statistics Shape analysis

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005138225