Efficient Simulation of the von Mises Distribution

D. J. Best and N. I. Fisher

Journal of the Royal Statistical Society Series C, 1979, vol. 28, issue 2, 152-157

Abstract: An algorithm is given to simulate samples from the von Mises distribution. A wrapped Cauchy density is used as an envelope to give an acceptance–rejection method which is both simple to program and fast for all values of the concentration parameter of the von Mises distribution.

Date: 1979
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