A tractable and interpretable four-parameter family of unimodal distributions on the circle

• 成果类型: Article
• 署名作者: Kato, Shogo; Jones, M. C.
• 署名单位: Research Organization of Information & Systems (ROIS); Institute of Statistical Mathematics (ISM) - Japan; Open University - UK
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asu059
• 发表日期: 2015
• 页码: 181190
• 关键词: circular distributions; mobius transformation

摘要

This article presents a class of four-parameter distributions for circular data that are unimodal, possess simple characteristic and density functions and a tractable distribution function, can be interpretably parameterized directly in terms of their trigonometric moments, afford a very wide range of skewness and kurtosis, envelop numerous interesting submodels including the wrapped Cauchy and cardioid distributions, allow straightforward parameter estimation by both method of moments and maximum likelihood, and are closed under convolution. This class of distributions exhibits the widest range of attractive properties yet available while retaining unimodality.