A Characterization of the Von Mises Distribution
Gordon, Louis ; Hudson, Malcolm
Ann. Statist., Tome 5 (1977) no. 1, p. 813-814 / Harvested from Project Euclid
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The von Mises, or circular normal density on the unit circle is the hitting density of a two-dimensional Brownian motion starting at the origin, with constant drift velocity and direction. The concentration and location parameters of the density have a natural relation to the drift parameters.
Publié le : 1977-07-14
Classification:  von Mises density,  circular normal density,  62E10,  60J65 
@article{1176343906,
     author = {Gordon, Louis and Hudson, Malcolm},
     title = {A Characterization of the Von Mises Distribution},
     journal = {Ann. Statist.},
     volume = {5},
     number = {1},
     year = {1977},
     pages = { 813-814},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176343906}
}

Gordon, Louis; Hudson, Malcolm. A Characterization of the Von Mises Distribution. Ann. Statist., Tome 5 (1977) no. 1, pp.  813-814. http://gdmltest.u-ga.fr/item/1176343906/