Geodesic normal distribution on the circle

Jean-François Coeurjolly () and Nicolas Bihan

Metrika: International Journal for Theoretical and Applied Statistics, 2012, vol. 75, issue 7, 977-995

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, 2π) 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. Copyright Springer-Verlag 2012

Keywords: Circular distribution; Geodesic distance; Intrinsic moments; Simulation; Maximum likelihood (search for similar items in EconPapers)
Date: 2012
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:75:y:2012:i:7:p:977-995

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DOI: 10.1007/s00184-011-0363-7

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