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On the Bessel Distribution and Related Problems

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Abstract

This article investigates basic properties of the Bessel distribution, a power series distribution which has not been fully explored before. Links with some well-known distributions such as the von Mises-Fisher distribution are described. A simulation scheme is also proposed to generate random samples from the Bessel distribution. This scheme is useful in Bayesian inferences and Monte Carlo computation.

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Authors and Affiliations

  1. Department of Statistics, University of Waterloo, Waterloo, Ontario, Canada, N2L 3G1

    Lin Yuan & John D. Kalbfleisch

Authors
  1. Lin Yuan
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  2. John D. Kalbfleisch
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Yuan, L., Kalbfleisch, J.D. On the Bessel Distribution and Related Problems. Annals of the Institute of Statistical Mathematics 52, 438–447 (2000). https://doi.org/10.1023/A:1004152916478

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  • DOI: https://doi.org/10.1023/A:1004152916478

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