Abstract Details
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Activity Number:
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691
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Type:
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Contributed
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Date/Time:
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Thursday, August 8, 2013 : 10:30 AM to 12:20 PM
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Sponsor:
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IMS
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| Abstract - #309121 |
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Title:
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A Family of Circular Distributions Related to Wrapped Cauchy Distributions via Brownian Motion
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Author(s):
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Shogo Kato*+ and M.C. Jones
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Companies:
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Institute of Statistical Mathematics and The Open University
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Keywords:
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Asymmetry ;
Circular Cauchy distribution ;
Directional statistics
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Abstract:
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We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped Cauchy. The densities of this family have a closed form and can be symmetric or asymmetric depending on the choice of the parameters. Trigonometric moments are available, and they are shown to have a simple form. Other topics related to the model, including an alternative derivation and Mobius transformation, are considered.
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Authors who are presenting talks have a * after their name.
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