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On the approximation of the concentration parameter for von Mises distribution

Nor Hafizah, Moslim and Yong Zulina, Zubairi and Abdul Ghapor, Hussin and Siti Fatimah, Hassan and Rossita, Mohamad Yunus (2017) On the approximation of the concentration parameter for von Mises distribution. Malaysian Journal of Fundamental and Applied Sciences, SI. pp. 390-393. ISSN 2289-5981 (Print); 2289-599x (Online)

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Abstract

The von Mises distribution is the ‘natural’ analogue on the circle of the Normal distribution on the real line and is widely used to describe circular variables. The distribution has two parameters, namely mean direction, and concentration parameter, κ. Solutions to the parameters, however, cannot be derived in the closed form. Noting the relationship of the κ to the size of sample, we examine the asymptotic normal behavior of the parameter. The simulation study is carried out and KolmogorovSmirnov test is used to test the goodness of fit for three level of significance values. The study suggests that as sample size and concentration parameter increase, the percentage of samples follow the normality assumption increase.

Item Type: Article
Uncontrolled Keywords: Circular variable; Concentration parameter; Monte Carlo; Von Mises
Subjects: Q Science > Q Science (General)
Faculty/Division: Faculty of Industrial Sciences And Technology
Depositing User: Mrs. Neng Sury Sulaiman
Date Deposited: 19 Sep 2018 02:40
Last Modified: 19 Sep 2018 02:40
URI: http://umpir.ump.edu.my/id/eprint/21742
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