The Annals of Statistics

A Characterization of the Von Mises Distribution

Louis Gordon and Malcolm Hudson

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Abstract

The von Mises, or circular normal density on the unit circle is the hitting density of a two-dimensional Brownian motion starting at the origin, with constant drift velocity and direction. The concentration and location parameters of the density have a natural relation to the drift parameters.

Article information

Source
Ann. Statist., Volume 5, Number 4 (1977), 813-814.

Dates
First available in Project Euclid: 12 April 2007

Permanent link to this document
https://projecteuclid.org/euclid.aos/1176343906

Digital Object Identifier
doi:10.1214/aos/1176343906

Mathematical Reviews number (MathSciNet)
MR438549

Zentralblatt MATH identifier
0378.62012

JSTOR
links.jstor.org

Subjects
Primary: 62E10: Characterization and structure theory
Secondary: 60J65: Brownian motion [See also 58J65]

Keywords
von Mises density circular normal density

Citation

Gordon, Louis; Hudson, Malcolm. A Characterization of the Von Mises Distribution. Ann. Statist. 5 (1977), no. 4, 813--814. doi:10.1214/aos/1176343906. https://projecteuclid.org/euclid.aos/1176343906


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See also

  • Acknowledgment of Prior Result: Louis Gordon, Malcolm Hudson. Acknowledgment of Priority to "A Characterization of the Von Mises Distribution". Ann. Statist., vol. 7, no. 4 (1979) , 927.