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A Möbius transformation-induced distribution on the torus.

Authors :
SHOGO KATO
PEWSEY, ARTHUR
Source :
Biometrika. Jun2015, Vol. 102 Issue 2, p359-370. 12p.
Publication Year :
2015

Abstract

We propose a five-parameter bivariate wrapped Cauchy distribution as a unimodal model for toroidal data. It is highly tractable, displays numerous desirable properties, including marginal and conditional distributions that are all wrapped Cauchy, and arises as an appealing submodel of a six-parameter distribution obtained by applying Möbius transformation to a pre-existing bivariate circular model. Method of moments and maximum likelihood estimation of its parameters are fast, and tests for independence and goodness-of-fit are available. An analysis involving dihedral angles of the proteinogenic amino acid Tyrosine illustrates the distribution's application. A Markov process for circular data is also explored. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
00063444
Volume :
102
Issue :
2
Database :
Academic Search Index
Journal :
Biometrika
Publication Type :
Academic Journal
Accession number :
109952423
Full Text :
https://doi.org/10.1093/biomet/asv003