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单词 von Mises distribution
释义

von Mises distribution

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von Mises distribution

In probability theory and directional statistics, the von Mises distribution (also known as the circular normal distribution or Tikhonov distribution) is a continuous probability distribution on the circle. It is a close approximation to the wrapped normal distribution, which is the circular analogue of the normal distribution. A freely diffusing angle \theta on a circle is a wrapped normally distributed random variable with an unwrapped variance that grows linearly in time. On the other hand, the von Mises distribution is the stationary distribution of a drift and diffusion process on the circle in a harmonic potential, i.e. with a preferred orientation. The von Mises distribution is the maximum entropy distribution for a given expectation value of z=e^{i\theta}. The von Mises distribution is a special case of the von Mises–Fisher distribution on the N-dimensional sphere.

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