Von Mises Distribution

In probability theory and directional statistics, the von Mises distribution (also known as the circular normal distribution or Tikhonov distribution) is a continuous probability distribution on the circle. It is a close approximation to the wrapped normal distribution, which is the circular analogue of the normal distribution. A freely diffusing angle on a circle is a wrapped normally distributed random variable with an unwrapped variance that grows linearly in time. On the other hand, the von Mises distribution is the stationary distribution of a drift and diffusion process on the circle in a harmonic potential, i.e. with a preferred orientation. The von Mises distribution is the maximum entropy distribution for a given expectation value of . The von Mises distribution is a special case of the von Mises–Fisher distribution on the N-dimensional sphere.

Read more about Von Mises Distribution:  Definition, Moments, Limiting Behavior, Estimation of Parameters, Distribution of The Mean, Entropy

Famous quotes containing the words von and/or distribution:

    There’s not one part of his physical being that’s like that of human beings. From his warped brain down to the tiniest argumentative cell of his huge carcass, he’s unearthly.
    —Willis Cooper. Rowland V. Lee. Wolf von Frankenstein (Basil Rathbone)

    There is the illusion of time, which is very deep; who has disposed of it? Mor come to the conviction that what seems the succession of thought is only the distribution of wholes into causal series.
    Ralph Waldo Emerson (1803–1882)