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A tractable and interpretable four-parameter family of unimodal distributions on the circle.

Authors :
Kato, Shogo
Jones, M. C.
Source :
Biometrika. Mar2015, Vol. 102 Issue 1, p181-190. 10p.
Publication Year :
2015

Abstract

This article presents a class of four-parameter distributions for circular data that are unimodal, possess simple characteristic and density functions and a tractable distribution function, can be interpretably parameterized directly in terms of their trigonometric moments, afford a very wide range of skewness and kurtosis, envelop numerous interesting submodels including the wrapped Cauchy and cardioid distributions, allow straightforward parameter estimation by both method of moments and maximum likelihood, and are closed under convolution. This class of distributions exhibits the widest range of attractive properties yet available while retaining unimodality. [ABSTRACT FROM PUBLISHER]

Details

Language :
English
ISSN :
00063444
Volume :
102
Issue :
1
Database :
Academic Search Index
Journal :
Biometrika
Publication Type :
Academic Journal
Accession number :
101371210
Full Text :
https://doi.org/10.1093/biomet/asu059