Inferences based on a bivariate distribution with von Mises marginals |
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Authors: | Grace S Shieh Richard A Johnson |
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Affiliation: | (1) Institute of Statistical Science, Academia Sinica, 115 Taipei, Taiwan, R.O.C.;(2) Department of Statistics, University of Wisconsin-Madison, 53706, WI, USA |
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Abstract: | There is very little literature concerning modeling the correlation between paired angular observations. We propose a bivariate
model with von Mises marginal distributions. An algorithm for generating bivariate angles from this von Mises distribution
is given. Maximum likelihood estimation is then addressed. We also develop a likelihood ratio test for independence in paired
circular data. Application of the procedures to paired wind directions is illustrated. Employing simulation, using the proposed
model, we compare the power of the likelihood ratio test with six existing tests of independence. |
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Keywords: | and phrases" target="_blank"> and phrases Angular observations maximum likelihood estimation models of dependence power testing |
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