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Discriminating Between the Von Mises and Wrapped Normal Distributions
Author(s) -
Collett D.,
Lewis T.
Publication year - 1981
Publication title -
australian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.434
H-Index - 41
eISSN - 1467-842X
pISSN - 0004-9581
DOI - 10.1111/j.1467-842x.1981.tb00763.x
Subject(s) - von mises distribution , von mises yield criterion , normal distribution , mathematics , distribution (mathematics) , order (exchange) , statistics , mathematical analysis , engineering , structural engineering , economics , finite element method , finance
Summary In the analysis of circular data, we encounter two models which lay claim to the title of normal distribution: the von Mises and wrapped normal distributions. In this paper, we consider whether it is possible to distinguish between them in a practical situation. More specifically, given data from a circular distribution which may be either von Mises or wrapped normal, we enquire as to how large a sample is required in order to tell them apart.