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Parameter estimation and outlier detection for some types of circular model

Siti Zanariah, Satari (2015) Parameter estimation and outlier detection for some types of circular model. PhD thesis, University of Malaya.

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Abstract

This study focuses on the parameter estimation and outlier detection for some types of the circular model. We first look at the concentration parameter of von Mises distribution. The von Mises distribution is the most commonly used probability distribution of a circular random variable, and the concentration of a circular data set is measured using the mean resultant length. We propose a new and efficient approximation of the concentration parameter estimates using two approaches, namely, the roots of a polynomial function and minimizing the negative value of the log-likelihood function in this study.

Item Type: Thesis (PhD)
Additional Information: Thesis (Doctor of Philosophy) -- Universiti Malaya – 2015
Uncontrolled Keywords: Circular data
Subjects: Q Science > QA Mathematics
Faculty/Division: Faculty of Industrial Sciences And Technology
Depositing User: Ms. Nurezzatul Akmal Salleh
Date Deposited: 18 Aug 2016 02:43
Last Modified: 16 Oct 2017 07:39
URI: http://umpir.ump.edu.my/id/eprint/14057
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