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A full Bayesian analysis of circular data using the von Mises distribution
Author(s) -
Damien Paul,
Walker Stephen
Publication year - 1999
Publication title -
canadian journal of statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.804
H-Index - 51
eISSN - 1708-945X
pISSN - 0319-5724
DOI - 10.2307/3315639
Subject(s) - von mises distribution , bayesian probability , gibbs sampling , posterior probability , mathematics , econometrics , latent variable , von mises yield criterion , statistics , distribution (mathematics) , computer science , engineering , mathematical analysis , structural engineering , finite element method
Abstract This paper presents a full Bayesian analysis of circular data, paying special attention to the von Mises distribution. We obtain samples from the posterior distribution using the Gibbs sampler which, after the introduction of strategic latent variables, has all full conditional distributions of known type.