逆立体投影定向数据的对称单峰模型

Toshihiro Abe, K. Shimizu, A. Pewsey
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引用次数: 24

摘要

本文利用从实线到圆的一种修正的逆立体投影作为求解圆周分布的Minh-Farnum族不连续问题的动机。提出了一类四参数对称单峰分布族,它扩展了Minh-Farnum族和Jones-Pewsey族。密度的归一化常数可以用阿佩尔函数表示,也可以用高斯超几何函数表示。识别了该族的重要特例,得到了其三角矩的表达式,并描述了用该族模拟随机变量的方法。讨论了基于矩量法和极大似然法的参数估计,并利用极大似然法将分布族拟合到说明性数据集上。对球面上的一组旋转对称分布作了进一步的推广。
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Symmetric Unimodal Models for Directional Data Motivated by Inverse Stereographic Projection
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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