The Generalized t-Distribution on the Circle

  • Siew Hai-Yen
    Department of Statistical Science, The Graduate University for Advanced Studies
  • Kato Shogo
    Department of Mathematics, Keio University
  • Shimizu Kunio
    Department of Mathematics, Keio University

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Abstract

An extended version of t -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.

Journal

  • Ouyou toukeigaku

    Ouyou toukeigaku 37 (1), 1-16, 2008

    Japanese Society of Applied Statistics

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