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Efficient Simulation of the von Mises Distribution
Author(s) -
Best D. J.,
Fisher N. I.
Publication year - 1979
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2346732
Subject(s) - von mises yield criterion , von mises distribution , mathematics , computer science , engineering , finite element method , structural engineering
S ummary An algorithm is given to simulate samples from the von Mises distribution. A wrapped Cauchy density is used as an envelope to give an acceptance–rejection method which is both simple to program and fast for all values of the concentration parameter of the von Mises distribution.