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arxiv: 1302.0098 · v1 · pith:62YWGULDnew · submitted 2013-02-01 · 🧮 math.ST · stat.TH

An extended family of circular distributions related to wrapped Cauchy distributions via Brownian motion

classification 🧮 math.ST stat.TH
keywords familydistributionscauchyrelatedwrappedbrownianextendedform
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We introduce a four-parameter extended family of distributions related to the wrapped Cauchy distribution on the circle. The proposed family can be derived by altering the settings of a problem in Brownian motion which generates the wrapped Cauchy. The densities of this family have a closed form and can be symmetric or asymmetric depending on the choice of the parameters. Trigonometric moments are available, and they are shown to have a simple form. Further tractable properties of the model are obtained, many by utilizing the trigonometric moments. Other topics related to the model, including alternative derivations and M\"{o}bius transformation, are considered. Discussion of the symmetric submodels is given. Finally, generalization to a family of distributions on the sphere is briefly made.

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