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Date: 12-4-2021
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A continuous distribution defined on the range with probability density function
(1) |
where is a modified Bessel function of the first kind of order 0, and distribution function
(2) |
which cannot be done in closed form. Here, is the mean direction and is a concentration parameter. The von Mises distribution is the circular analog of the normal distribution on a line.
The mean is
(3) |
and the circular variance is
(4) |
REFERENCES:
Evans, M.; Hastings, N.; and Peacock, B. "von Mises Distribution." Ch. 41 in Statistical Distributions, 3rd ed. New York: Wiley, pp. 189-191, 2000.
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