Difference between revisions of "Von Mises distribution"
From Encyclopedia of Mathematics
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A unimodal [[probability distribution]] on the circle with probability density | A unimodal [[probability distribution]] on the circle with probability density | ||
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| − | p(\ | + | p(\phi) = \frac{1}{2\pi I_0(\kappa)} \exp(\kappa \cos(\phi-\theta_1)) |
$$ | $$ | ||
with two parameters, $\kappa$ and $\theta_1$. This function takes its maximum value at $\phi = \theta_1$, so that $\theta_1$ is the mode; $\kappa$ is a concentration parameter. | with two parameters, $\kappa$ and $\theta_1$. This function takes its maximum value at $\phi = \theta_1$, so that $\theta_1$ is the mode; $\kappa$ is a concentration parameter. | ||
Revision as of 19:37, 13 December 2016
circular normal distribution
A unimodal probability distribution on the circle with probability density $$ p(\phi) = \frac{1}{2\pi I_0(\kappa)} \exp(\kappa \cos(\phi-\theta_1)) $$ with two parameters, $\kappa$ and $\theta_1$. This function takes its maximum value at $\phi = \theta_1$, so that $\theta_1$ is the mode; $\kappa$ is a concentration parameter.
The von Mises distribution is commonly used in the statistical analysis of directions.
How to Cite This Entry:
Von Mises distribution. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Von_Mises_distribution&oldid=39995
Von Mises distribution. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Von_Mises_distribution&oldid=39995
This article was adapted from an original article by M. Hazewinkel (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article