Skip to main content

Transformations to Improve the Approximation by a von Mises Distribution

  • Chapter
  • First Online:
Directional Statistics for Innovative Applications

Part of the book series: Forum for Interdisciplinary Mathematics ((FFIM))

Abstract

Motivated by the success of the Box and Cox (J R Stat Soc Ser B Stat Methodol 26:211–243, 1964) [2] transformation to near normality, we consider the transformation of directional data to an approximate von Mises distribution. Variation about the central value of this von Mises distribution is symmetric and a single shape parameter controls the amount. The circular nature of directions requires the development of some novel transformations that are completely unrelated to transformations of the positive real line. We introduce a class of transformations indexed by two parameters. We verify the improvement of a von Mises approximation for three data sets that are well known to exhibit asymmetry. Then, we discuss the computational difficulties and give a proof of the consistency and asymptotic normality of the maximum likelihood estimators of all parameters.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as EPUB and PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

References

  1. Batschelet, E.: Circular Statistics in Biology. Academic Press, New York (1981)

    MATH  Google Scholar 

  2. Box, G.E.P., Cox, D.R.: An analysis of transformations. J. R. Stat. Soc. Ser. B Stat. Methodol. 26, 211–243 (1964)

    MATH  Google Scholar 

  3. Fisher, N.I.: Statistical Analysis of Circular Data. Campbridge University Press, Cambridge (1996)

    Google Scholar 

  4. Hernadez, F., Johnson, R.A.: The large-sample behavior of transformations to normality. J. Am. Stat. Assoc. 75, 855–861 (1980)

    Google Scholar 

  5. Jammalamadaka, S., Kozubowski, T.: A new family of circular models: the wrapped Laplace distributions. Adv. Appl. Stat. 3, 77–103 (2003)

    MathSciNet  MATH  Google Scholar 

  6. Jammalamadaka, S., Kozubowski, T.: New families of wrapped distributions for modeling skew circular data. Commun. Stat. 33, 2059–2074 (2004)

    Google Scholar 

  7. Jammalamadaka, S., Kozubowski, T.: A general approach for obtaining wrapped circular distributions via mixtures. Sankhya A 79, 133–167 (2017)

    Google Scholar 

  8. Jones, M.C., Pewsey, A.: Sinh-arcsinh distributions. Biometrika 96, 761–780 (2009)

    Article  MathSciNet  Google Scholar 

  9. Kim, S., SenGupta, A.: A three-parameter generalized von Mises distribution. Stat. Pap. 54, 685–693 (2013)

    Article  MathSciNet  Google Scholar 

  10. Pewsey, A.: The wrapped skew-normal distribution on the circle. Commun. Stat. 29, 2459–2472 (2000)

    Article  MathSciNet  Google Scholar 

  11. Rubin, H.: Uniform convergence of random functions with applications to statistics. Ann. Math. Stat. 27, 200–203 (1956)

    Article  MathSciNet  Google Scholar 

  12. Schnabel, R.B., Koontz, J., Weiss, B.: A modular system of algorithms for unconstrained minimization. ACM Trans. Math. Softw. 11(4), 419–440 (1985)

    Article  MathSciNet  Google Scholar 

  13. Umbach, D., Jammalamadka, S.: Building asymmetry into circular distributions. Stat. Probab. Lett. 79, 659–663 (2009)

    Article  MathSciNet  Google Scholar 

  14. Yeo, I.-K., Johnson, R.A.: A new family of power transformations to improve normality or symmetry. Biometrika 87, 954–959 (2000)

    Article  MathSciNet  Google Scholar 

  15. Yfantis, E.A., Borgman, L.E.: An extension of the von Mises distribution. Commun. Stat. Theory Methods 11(15), 1695–1706 (1982)

    Google Scholar 

Download references

Acknowledgements

The author expresses his sincere appreciation to Dr. Steve Verrill, United States Forest Products Laboratory, for his excellent help in fitting the four-parameter models for the three examples that appear in this paper.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Richard A. Johnson .

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2022 The Author(s), under exclusive license to Springer Nature Singapore Pte Ltd.

About this chapter

Check for updates. Verify currency and authenticity via CrossMark

Cite this chapter

Johnson, R.A. (2022). Transformations to Improve the Approximation by a von Mises Distribution. In: SenGupta, A., Arnold, B.C. (eds) Directional Statistics for Innovative Applications. Forum for Interdisciplinary Mathematics. Springer, Singapore. https://doi.org/10.1007/978-981-19-1044-9_8

Download citation

Publish with us

Policies and ethics