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On the derivatives of the normalising constant of the Bingham distribution

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  • Kume, A.
  • Wood, Andrew T.A.

Abstract

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.

Suggested Citation

  • Kume, A. & Wood, Andrew T.A., 2007. "On the derivatives of the normalising constant of the Bingham distribution," Statistics & Probability Letters, Elsevier, vol. 77(8), pages 832-837, April.
    • Handle: RePEc:eee:stapro:v:77:y:2007:i:8:p:832-837
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    References listed on IDEAS

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    1. A. Kume & Andrew T. A. Wood, 2005. "Saddlepoint approximations for the Bingham and Fisher–Bingham normalising constants," Biometrika, Biometrika Trust, vol. 92(2), pages 465-476, June.
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