Geodesic normal distribution on the circle

DOI10.1007/S00184-011-0363-7MaRDI QIDQ715500zbMATHOpenAlexFDO

Authors Jean-François Coeurjolly, Nicolas Le Bihan

Publication date 29 October 2012

Published in Metrika (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1012.4361

zbMATH Keywords

maximum likelihoodsimulationgeodesic distancecircular distributionintrinsic moments

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Point estimation (62F10) Characterization and structure theory of statistical distributions (62E10)

Abstract: This paper is concerned with the study of a circular random distribution called geodesic Normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location and dispersion concepts, looks like a standard Gaussian on the real line except that the support of this variable is $[0,2pi)$ and that the Euclidean distance is replaced by the geodesic distance on the circle. Some properties are studied and comparisons with the von Mises distribution in terms of intrinsic and extrinsic means and variances are provided. Finally, the problem of estimating the parameters through the maximum likelihood method is investigated and illustrated with some simulations.

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Cited in

(6)

• Geodesic projection of the von Mises-Fisher distribution for projection pursuit of directional data
• The Karcher mean of a class of symmetric distributions on the circle
• On geometric probability distributions on the torus with applications to molecular biology
• Temporal dynamics of inter-limb coordination in ice climbing revealed through change-point analysis of the geodesic mean of circular data
• Bayesian nonparametrics for directional statistics
• The semi-circular normal distribution

Describes a project that uses

Uses Software

• CircStats
• circular

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