A Characterization of the Von Mises Distribution

Louis Gordon; Malcolm Hudson

doi:10.1214/aos/1176343906

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Home > Journals > Ann. Statist. > Volume 5 > Issue 4 > Article

July, 1977 A Characterization of the Von Mises Distribution

Louis Gordon, Malcolm Hudson

Ann. Statist. 5(4): 813-814 (July, 1977). DOI: 10.1214/aos/1176343906

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Abstract

The von Mises, or circular normal density on the unit circle is the hitting density of a two-dimensional Brownian motion starting at the origin, with constant drift velocity and direction. The concentration and location parameters of the density have a natural relation to the drift parameters.

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Louis Gordon. Malcolm Hudson. "A Characterization of the Von Mises Distribution." Ann. Statist. 5 (4) 813 - 814, July, 1977. https://doi.org/10.1214/aos/1176343906