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Exponential family of circular distributions  

Kim, Sung-Su (Department of Statistics, Kyungpook National University)
Publication Information
Journal of the Korean Data and Information Science Society / v.22, no.6, 2011 , pp. 1217-1222 More about this Journal
Abstract
In this paper, we show that any circular density can be closely approximated by an exponential family of distributions. Therefore we propose an exponential family of distributions as a new family of circular distributions, which is absolutely suitable to model any shape of circular distributions. In this family of circular distributions, the trigonometric moments are found to be the uniformly minimum variance unbiased estimators (UMVUEs) of the parameters of distribution. Simulation result and goodness of fit test using an asymmetric real data set show usefulness of the novel circular distribution.
Keywords
Approximation; circular distribution; trigonometric polynomial; uniformly minimum variance unbiased estimator;
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