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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

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

Information

Published: July, 1977
First available in Project Euclid: 12 April 2007

zbMATH: 0378.62012
MathSciNet: MR438549
Digital Object Identifier: 10.1214/aos/1176343906

Subjects:
Primary: 62E10
Secondary: 60J65

Keywords: circular normal density , von Mises density

Rights: Copyright © 1977 Institute of Mathematical Statistics

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Vol.5 • No. 4 • July, 1977
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