Determining the velocity distribution of halo stars is essential for estimating the mass of the Milky Way and for inferring its formation history . Since the stellar halo is a dynamically hot system , the velocity distribution of halo stars is well described by the 3-dimensional velocity dispersions ( \sigma _ { r } , \sigma _ { \theta } , \sigma _ { \phi } ) , or by the velocity anisotropy parameter \beta = 1 - ( \sigma _ { \theta } ^ { 2 } + \sigma _ { \phi } ^ { 2 } ) / ( 2 \sigma _ { r } ^ { 2 } ) . Direct measurements of ( \sigma _ { r } , \sigma _ { \theta } , \sigma _ { \phi } ) consistently suggest \beta = 0.5 - 0.7 for nearby halo stars . In contrast , the value of \beta at large Galactocentric radius r is still controversial , since reliable proper motion data are available for only a handful of stars . In the last decade , several authors have tried to estimate \beta for distant halo stars by fitting the observed line-of-sight velocities at each radius with simple velocity distribution models ( local fitting methods ) . Some results of local fitting methods imply \beta < 0 at r \gtrsim 20 \mathrm { kpc } , which is inconsistent with recent predictions from cosmological simulations . Here we perform mock-catalogue analyses to show that the estimates of \beta based on local fitting methods are reliable only at r \leq 15 \mathrm { kpc } with the current sample size ( \sim 10 ^ { 3 } stars at a given radius ) . As r increases , the line-of-sight velocity ( corrected for the Solar reflex motion ) becomes increasingly closer to the Galactocentric radial velocity , so that it becomes increasingly more difficult to estimate tangential velocity dispersion ( \sigma _ { \theta } , \sigma _ { \phi } ) from line-of-sight velocity distribution . Our results suggest that the forthcoming Gaia data will be crucial for understanding the velocity distribution of halo stars at r \geq 20 \mathrm { kpc } .