Digitala Vetenskapliga Arkivet

Endre søk
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf
A Study of MLE and MAPE for the Isotropic Geodesic Normal Distribution under Varying Parameter Settings
Uppsala universitet, Humanistisk-samhällsvetenskapliga vetenskapsområdet, Samhällsvetenskapliga fakulteten, Statistiska institutionen.
2026 (engelsk)Independent thesis Advanced level (degree of Master (Two Years)), 20 poäng / 30 hpOppgave
Abstract [en]

Analyzing directional data on a sphere requires intrinsic statistical frameworks to respect the underlying geometry. While the maximum likelihood estimator (MLE) is commonly used, its practical reliability degrades in low-concentration settings. This thesis investigates the breakdown thresholds of the MLE and evaluates the stabilizing effects of a derived maximum a posteriori (MAP) estimator for the isotropic geodesic normal distribution (GND) on the 2-sphere. A Monte Carlo simulation study is conducted across varying sample sizes and concentration levels, comparing the MLE against MAP estimators with weakly, strongly, and moderately informative priors. The results demonstrate that the MLE loses estimation reliability at low concentrations, particularly for small sample sizes. In contrast, the MAP estimator effectively mitigates this breakdown; incorporating even a weak or offset prior significantly reduces the Mean Squared Error (MSE). Asymptotic consistency is confirmed for large samples, where the influence of the prior vanishes and the estimators converge. Finally, an application to the orbital planes of the nine planets illustrates the estimators' behavior on real-world data, confirming that the MAP estimator appropriately relies on the data for estimation when the data are highly concentrated.

sted, utgiver, år, opplag, sider
2026. , s. 26
Emneord [en]
Directional Statistics, Sphere, Maximum A Posteriori, Maximum Likelihood, Geodesic Normal Distribution
HSV kategori
Identifikatorer
URN: urn:nbn:se:uu:diva-594301OAI: oai:DiVA.org:uu-594301DiVA, id: diva2:2086606
Utdanningsprogram
Master Programme in Statistics
Veileder
Examiner
Tilgjengelig fra: 2026-07-15 Laget: 2026-07-15 Sist oppdatert: 2026-07-15bibliografisk kontrollert

Open Access i DiVA

fulltext(2684 kB)234 nedlastinger
Filinformasjon
Fil FULLTEXT01.pdfFilstørrelse 2684 kBChecksum SHA-512
9e7effc5a7fd5dfc266d5382dfa86d79b5d585f96db58eddbd7a0bc43df1b4466099b614645222c18ea2261cfac55f8129538388bfa4eef58de6218c62ee035c
Type fulltextMimetype application/pdf

Av organisasjonen

Søk utenfor DiVA

GoogleGoogle Scholar
Antall nedlastinger er summen av alle nedlastinger av alle fulltekster. Det kan for eksempel være tidligere versjoner som er ikke lenger tilgjengelige

urn-nbn

Altmetric

urn-nbn
Totalt: 2126 treff
RefereraExporteraLink to record
Permanent link

Direct link
Referera
Referensformat
  • apa
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • Annet format
Fler format
Språk
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Annet språk
Fler språk
Utmatningsformat
  • html
  • text
  • asciidoc
  • rtf