Category
Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in Euclidean space, Rn), axes (lines through the origin in Rn) or rotations in Rn. More generally, directional statistics deals with observations on compact Riemannian manifolds including the Stiefel manifold. The fact that 0 degrees and 360 degrees are identical angles, so that for example 180 degrees is not a sensible mean of 2 degrees and 358 degrees, provides one illustration that special statistical methods are required for the analysis of some types of data (in this case, angular data). Other examples of data that may be regarded as directional include statistics involving temporal periods (e.g. time of day, week, month, year, etc.), compass directions, dihedral angles in molecules, orientations, rotations and so on. Circular distribution Any probability density function (pdf) on the line can be "wrapped" around the circumference of a circle of unit radius. That is, the pdf of the wrapped variable is This concept can be extended to the multivariate context by an extension of the simple sum to a number of sums that cover all dimensions in the feature space: where is the -th Euclidean basis vector. The following sections show some relevant circular distributions. von Mises distribution The von Mises distribution is a circular distribution which, like any other circular distribution, may be thought of as a wrapping of a certain linear probability distribution around the circle. The underlying linear probability distribution for the von Mises distribution is mathematically intractable; however, for statistical purposes, there is no need to deal with the underlying linear distribution. The usefulness of the von Mises distribution is twofold: it is the most mathematically tractable of all circular distributions, allowing simpler statistical analysis, and it is a close approximation to the wrapped normal distribution, which, analogously to the linear normal distribution, is important because it is the limiting case for the sum of a large number of small angular deviations.
