Robustness of tests for directional mean

Author: Laha Arnab Kumar   K.C. Mahesh  

Publisher: Taylor & Francis Ltd

E-ISSN: 1029-4910|49|3|522-536

ISSN: 0233-1888

Source: Statistics, Vol.49, Iss.3, 2015-05, pp. : 522-536

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

In this paper we study the robustness of the likelihood ratio, circular mean and circular trimmed mean test functionals in the context of tests of hypotheses regarding the mean direction of circular normal and wrapped normal distributions. We compute the level and power breakdown properties of the three test functionals and compare them. We find that the circular trimmed mean test functional has the best robustness properties for both the above-mentioned distributions. The level and power properties of the test statistics corresponding to these functionals are also studied. Two examples with real data are given for illustration. We also consider the problem of testing the mean direction of the von-Mises–Fisher distribution on the unit sphere and explore the robustness properties of the spherical mean direction and likelihood ratio test functionals.