JOURNAL OF THE JAPAN STATISTICAL SOCIETY
Online ISSN : 1348-6365
Print ISSN : 1882-2754
ISSN-L : 1348-6365
Symmetric Unimodal Models for Directional Data Motivated by Inverse Stereographic Projection
Toshihiro AbeKunio ShimizuArthur Pewsey
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2010 Volume 40 Issue 1 Pages 045-061

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Abstract

In this paper, a modified inverse stereographic projection, from the real line to the circle, is used as the motivation for a means of resolving a discontinuity in the Minh–Farnum family of circular distributions. A four-parameter family of symmetric unimodal distributions which extends both the Minh–Farnum and Jones–Pewsey families is proposed. The normalizing constant of the density can be expressed in terms of Appell's function or, equivalently, the Gauss hypergeometric function. Important special cases of the family are identified, expressions for its trigonometric moments are obtained, and methods for simulating random variates from it are described. Parameter estimation based on method of moments and maximum likelihood techniques is discussed, and the latter approach is used to fit the family of distributions to an illustrative data set. A further extension to a family of rotationally symmetric distributions on the sphere is briefly made.

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© 2010 Japan Statistical Society
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