Modified Bessel Functions and Their Applications in Probability and Statistics

摘要

Modified Bessel functions are often of use in the probabilistic and statisticalanalysis of spherical distributions and we give here the main properties of these functions. In particular, they appear in Bayes estimators with respect to uniform distributions on spheres we derive a constructive result about the approximation of a Bayes estimator by a mixture of these primitive estimators. Reprints. (rh)