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.
Citation
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
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