Definition
The probability density function of the wrapped normal distribution is
where μ and σ are the mean and standard deviation of the unwrapped distribution, respectively. Expressing the above density function in terms of the characteristic function of the normal distribution yields:
where is the Jacobi theta function, given by
and
The wrapped normal distribution may also be expressed in terms of the Jacobi triple product:
where and
Read more about this topic: Wrapped Normal Distribution
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