Geodesic normal distribution on the circle

This paper is concerned with the study of a circular random distribution called geodesic normal distribution recently proposed for general manifolds. This distribution, parameterized by two real numbers associated to some specific location and dispersion concepts, looks like a standard Gaussian on the real line except that the support of this variable is [0, 2π) and that the Euclidean distance is replaced by the geodesic distance on the circle. Some properties are studied and comparisons with the von Mises distribution in terms of intrinsic and extrinsic means and variances are provided. Finally, the problem of estimating the parameters through the maximum likelihood method is investigated and illustrated with some simulations.

[1]  The Karcher mean of a class of symmetric distributions on the circle , 2008 .

[2]  K. Mardia Statistics of Directional Data , 1972 .

[3]  G. Anastassiou,et al.  Differential Geometry of Curves and Surfaces , 2014 .

[4]  A. Munk,et al.  Intrinsic shape analysis: Geodesic principal component analysis for Riemannian manifolds modulo Lie group actions. Discussion paper with rejoinder. , 2010 .

[5]  G. S. Watson Statistics on Spheres , 1983 .

[6]  S. R. Jammalamadaka,et al.  Topics in Circular Statistics , 2001 .

[7]  R. Bhattacharya,et al.  Large sample theory of intrinsic and extrinsic sample means on manifolds--II , 2005, math/0507423.

[8]  S. R. Jammalamadaka,et al.  Directional Statistics, I , 2011 .

[9]  Xavier Pennec,et al.  Intrinsic Statistics on Riemannian Manifolds: Basic Tools for Geometric Measurements , 2006, Journal of Mathematical Imaging and Vision.

[10]  A. Munk,et al.  INTRINSIC SHAPE ANALYSIS: GEODESIC PCA FOR RIEMANNIAN MANIFOLDS MODULO ISOMETRIC LIE GROUP ACTIONS , 2007 .

[11]  Claudio Agostinelli,et al.  circular: Circular Statistics, from "Topics in circular Statistics" (2001) S. Rao Jammalamadaka and A. SenGupta, World Scientific. , 2004 .

[12]  A. V. D. Vaart,et al.  Asymptotic Statistics: Frontmatter , 1998 .

[13]  E. L. Lehmann,et al.  Theory of point estimation , 1950 .

[14]  A. V. D. Vaart,et al.  Asymptotic Statistics: U -Statistics , 1998 .

[15]  H. Karcher Riemannian center of mass and mollifier smoothing , 1977 .

[16]  H. Ziezold On Expected Figures and a Strong Law of Large Numbers for Random Elements in Quasi-Metric Spaces , 1977 .

[17]  H. Le,et al.  ON THE CONSISTENCY OF PROCRUSTEAN MEAN SHAPES , 1998 .

[18]  H. Le,et al.  Locating Fréchet means with application to shape spaces , 2001, Advances in Applied Probability.