The Generalized t-Distribution on the Circle
An extended version of <I>t</I> -distribution on the unit circle is generated by conditioning a normal mixture distribution, which is broadened to include not only unimodality and symmetry, but also bimodality and asymmetry, depending on the values of parameters. After reparametrization, the distribution contains four circular distributions as special cases: symmetric Jones-Pewsey, generalized von Mises, generalized cardioid and generalized wrapped Cauchy distributions. As an illustrative example, the proposed model is fitted to the number of occurrences of the thunder in a day.
応用統計学 37(1), 1-16, 2008-04-30
Japanese Society of Applied Statistics