![cover image](https://wikiwandv2-19431.kxcdn.com/_next/image?url=https://upload.wikimedia.org/wikipedia/commons/thumb/b/b6/VonMises_distribution_PDF.png/640px-VonMises_distribution_PDF.png&w=640&q=50)
von Mises distribution
Probability distribution on the circle / From Wikipedia, the free encyclopedia
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 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.[1] The von Mises distribution is the maximum entropy distribution for circular data when the real and imaginary parts of the first circular moment are specified. The von Mises distribution is a special case of the von Mises–Fisher distribution on the N-dimensional sphere.
Probability density function ![]() The support is chosen to be [−π,π] with μ = 0 | |||
Cumulative distribution function ![]() The support is chosen to be [−π,π] with μ = 0 | |||
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CDF | (not analytic – see text) | ||
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