Families of discrete circular distributions with some novel applications
From MaRDI portal
Publication:6133710
Abstract: Motivated by some cutting edge circular data such as from Smart Home technologies and roulette spins from online and casino, we construct some new rich classes of discrete distributions on the circle. We give four new general methods of construction, namely (i) maximum entropy, (ii) centered wrapping, (iii) marginalized and (iv) conditionalized methods. We motivate these methods on the line and then work on the circular case and provide some properties to gain insight into these constructions. We mainly focus on the last two methods (iii) and (iv) in the context of circular location families, as they are amenable to general methodology. We show that the marginalized and conditionalized discrete circular location families inherit important properties from their parent continuous families. In particular, for the von Mises and wrapped Cauchy as the parent distribution, we examine their properties including the maximum likelihood estimators, the hypothesis test for uniformity and give a test of serial independence. Using our discrete circular distributions, we demonstrate how to determine changepoint when the data arise in a sequence and how to fit mixtures of this distribution. Illustrative examples are given which triggered the work. For example, for roulette data, we test for uniformity (unbiasedness) , test for serial correlation, detect changepoint in streaming roulette-spins data, and fit mixtures. We analyse a smart home data using our mixtures. We examine the effect of ignoring discreteness of the underlying population, and discuss marginalized versus conditionalized approaches. We give various extensions of the families with skewness and kurtosis, to those supported on an irregular lattice, and discuss potential extension to general manifolds by showing a construction on the torus
Cites work
- scientific article; zbMATH DE number 1375577 (Why is no real title available?)
- scientific article; zbMATH DE number 3492037 (Why is no real title available?)
- scientific article; zbMATH DE number 3426633 (Why is no real title available?)
- scientific article; zbMATH DE number 3386718 (Why is no real title available?)
- A CUSUM procedure to detect deviations from uniformity in angular data
- A discrete analogue of the Laplace distribution
- A tractable and interpretable four-parameter family of unimodal distributions on the circle
- Angular statistics
- Applied Directional Statistics
- Characterizations of a discrete normal distribution
- Circular Distributions Based on Nonnegative Trigonometric Sums
- Circular statistics in R
- Comments on: ``Recent advances in directional statistics
- Discrete normal distribution and its relationship with Jacobi theta functions
- Exponential models for directional data
- Families of discrete circular distributions with some novel applications
- Generating discrete analogues of continuous probability distributions. A survey of methods and constructions
- Invariance properties and statistical inference for circular data
- Karl Pearson and the Chi-Squared Test
- Modern directional statistics
- Necessary and Sufficient Statistics for the Family of Shifts of Probability Distributions on Continuous BiCompact Groups
- On the discrete analogues of continuous distributions
- Recent advances in directional statistics
- Statistical Analysis of Circular Data
- Statistical Analysis of Spherical Data
- Testing a sequence of unit vectors for serial correlation
- Testing for Favorable Numbers on a Roulette Wheel
- The characteristic function of the discrete Cauchy distribution in memory of T. Cacoullos
- The large-sample joint distribution of key circular statistics
Cited in
(3)
This page was built for publication: Families of discrete circular distributions with some novel applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6133710)
