A family of symmetric distributions on the circle

被引:76
|
作者
Jones, MC [1 ]
Pewsey, A
机构
[1] Open Univ, Dept Stat, Milton Keynes MK7 6AA, Bucks, England
[2] Univ Extremadura, Dept Matemat, Escuela Politecn, Caceres 10071, Spain
关键词
associated Legendre function; cardioid distribution; circular uniform distribution; distributions on the sphere; von Mises distribution; wrapped Cauchy distribution;
D O I
10.1198/016214505000000286
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We propose a new family of symmetric unimodal distributions on the circle that contains the uniform, von Mises, cardioid, and wrapped Cauchy distributions, among others, as special cases. The basic form of the densities of this family is very simple, although its normalization constant involves an associated Legendre function. The family of distributions can also be derived by conditioning and projecting certain bivariate spherically and elliptically symmetric distributions on to the circle. Trigonometric moments are available, and a measure of variation is discussed. Aspects of maximum likelihood estimation are considered, and likelihood is used to fit the family of distributions to an example set of data. Finally, extension to a family of rotationally symmetric distributions on the sphere is briefly made.
引用
收藏
页码:1422 / 1428
页数:7
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