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Hidden truncation circular normal distribution

  • Kim, Sung-Su (Department of English Education, Keimyung University) ;
  • Sengupta, Ashis (Applied Statistics Unit, Indian Statistical Institute)
  • Received : 2012.05.14
  • Accepted : 2012.06.04
  • Published : 2012.07.31

Abstract

Many circular distributions are known to be not only asymmetric but also bimodal. Hidden truncation method of generating asymmetric distribution is applied to a bivariate circular distribution to generate an asymmetric circular distribution. While many other existing asymmetric circular distributions can only model an asymmetric data, this new circular model has great flexibility in terms of asymmetry and bi-modality. Some properties of the new model, such as the trigonometric moment generating function, and asymptotic inference about the truncation parameter are presented. Simulation and real data examples are provided at the end to demonstrate the utility of the novel distribution.

Keywords

References

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