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Classification into two von Mises distributions with unknown mean directions

Kryštof Eben — 1983

Aplikace matematiky

The paper deals with two Mises distributions on the circle with unknown mean directions and a common concentration parameter that is known. The likelihood rule and the plug-in rule are examined. For the statistic of the plug-in rule, the moment generating function is given and a method of obtaining the moments is proposed.

A generalization of Wishart density for the case when the inverse of the covariance matrix is a band matrix

Kryštof Eben — 1994

Mathematica Bohemica

In a multivariate normal distribution, let the inverse of the covariance matrix be a band matrix. The distribution of the sufficient statistic for the covariance matrix is derived for this case. It is a generalization of the Wishart distribution. The distribution may be used for unbiased density estimation and construction of classification rules.

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