Journal of the Korean Data and Information Science Society

The Korean Data and Information Science Society (한국데이터정보과학회)
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Exponential family of circular distributions

  • Kim, Sung-Su (Department of Statistics, Kyungpook National University)
  • Received : 2011.09.09
  • Accepted : 2011.10.13
  • Published : 2011.12.01
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Abstract

In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.

Keywords

References

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