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von Mises Distribution


vonMisesDistribution

A continuous distribution defined on the range x in [0,2pi) with probability density function

 P(x)=(e^(bcos(x-a)))/(2piI_0(b)),
(1)

where I_0(x) is a modified Bessel function of the first kind of order 0, and distribution function

 D(x)=1/(2piI_0(b)){xI_0(b)+2sum_(j=1)^infty(I_j(b)sin[j(x-a)])/j},
(2)

which cannot be done in closed form. Here, a in [0,2pi) is the mean direction and b>0 is a concentration parameter. The von Mises distribution is the circular analog of the normal distribution on a line.

The mean is

 mu=a
(3)

and the circular variance is

 sigma^2=1-(I_1(b))/(I_0(b)).
(4)

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References

Evans, M.; Hastings, N.; and Peacock, B. "von Mises Distribution." Ch. 41 in Statistical Distributions, 3rd ed. New York: Wiley, pp. 189-191, 2000.

Referenced on Wolfram|Alpha

von Mises Distribution

Cite this as:

Weisstein, Eric W. "von Mises Distribution." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/vonMisesDistribution.html

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