On the approximation of the concentration parameter for von Mises distribution

The von Mises distribution is the ‘natural’ analogue on the circle of the Normal distribution on the real line and is widely used to describe circular variables. The distribution has two parameters, namely mean direction, and concentration parameter, κ. Solutions to the parameters, however, cannot b...

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Main Authors: Nor Hafizah, Moslim, Yong Zulina, Zubairi, Abdul Ghapor, Hussin, Siti Fatimah, Hassan, Rossita, Mohamad Yunus
Format: Article
Language:English
Published: Penerbit UTM Press 2017
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/21742/1/On%20the%20approximation%20of%20the%20concentration%20parameter%20for%20von%20Mises%20distribution.pdf
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author Nor Hafizah, Moslim
Yong Zulina, Zubairi
Abdul Ghapor, Hussin
Siti Fatimah, Hassan
Rossita, Mohamad Yunus
author_facet Nor Hafizah, Moslim
Yong Zulina, Zubairi
Abdul Ghapor, Hussin
Siti Fatimah, Hassan
Rossita, Mohamad Yunus
author_sort Nor Hafizah, Moslim
collection UMP
description The von Mises distribution is the ‘natural’ analogue on the circle of the Normal distribution on the real line and is widely used to describe circular variables. The distribution has two parameters, namely mean direction, and concentration parameter, κ. Solutions to the parameters, however, cannot be derived in the closed form. Noting the relationship of the κ to the size of sample, we examine the asymptotic normal behavior of the parameter. The simulation study is carried out and KolmogorovSmirnov test is used to test the goodness of fit for three level of significance values. The study suggests that as sample size and concentration parameter increase, the percentage of samples follow the normality assumption increase.
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spelling UMPir217422018-09-19T02:40:38Z http://umpir.ump.edu.my/id/eprint/21742/ On the approximation of the concentration parameter for von Mises distribution Nor Hafizah, Moslim Yong Zulina, Zubairi Abdul Ghapor, Hussin Siti Fatimah, Hassan Rossita, Mohamad Yunus Q Science (General) The von Mises distribution is the ‘natural’ analogue on the circle of the Normal distribution on the real line and is widely used to describe circular variables. The distribution has two parameters, namely mean direction, and concentration parameter, κ. Solutions to the parameters, however, cannot be derived in the closed form. Noting the relationship of the κ to the size of sample, we examine the asymptotic normal behavior of the parameter. The simulation study is carried out and KolmogorovSmirnov test is used to test the goodness of fit for three level of significance values. The study suggests that as sample size and concentration parameter increase, the percentage of samples follow the normality assumption increase. Penerbit UTM Press 2017 Article PeerReviewed pdf en cc_by_nc_4 http://umpir.ump.edu.my/id/eprint/21742/1/On%20the%20approximation%20of%20the%20concentration%20parameter%20for%20von%20Mises%20distribution.pdf Nor Hafizah, Moslim and Yong Zulina, Zubairi and Abdul Ghapor, Hussin and Siti Fatimah, Hassan and Rossita, Mohamad Yunus (2017) On the approximation of the concentration parameter for von Mises distribution. Malaysian Journal of Fundamental and Applied Sciences, SI. pp. 390-393. ISSN 2289-5981 (Print); 2289-599x (Online). (Published) https://doi.org/10.11113/mjfas.v13n4-1.807 10.11113/mjfas.v13n4-1.807
spellingShingle Q Science (General)
Nor Hafizah, Moslim
Yong Zulina, Zubairi
Abdul Ghapor, Hussin
Siti Fatimah, Hassan
Rossita, Mohamad Yunus
On the approximation of the concentration parameter for von Mises distribution
title On the approximation of the concentration parameter for von Mises distribution
title_full On the approximation of the concentration parameter for von Mises distribution
title_fullStr On the approximation of the concentration parameter for von Mises distribution
title_full_unstemmed On the approximation of the concentration parameter for von Mises distribution
title_short On the approximation of the concentration parameter for von Mises distribution
title_sort on the approximation of the concentration parameter for von mises distribution
topic Q Science (General)
url http://umpir.ump.edu.my/id/eprint/21742/1/On%20the%20approximation%20of%20the%20concentration%20parameter%20for%20von%20Mises%20distribution.pdf
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