von Mises distribution

In probability theory and directional statistics, the von Mises distribution (also known as the circular normal distribution or Tikhonov distribution) is a continuous probability distribution on the circle. It is a close approximation to the wrapped normal distribution, which is the circular analogue of the normal distribution. A freely diffusing angle on a circle is a wrapped normally distributed random variable with an unwrapped variance that grows linearly in time. On the other hand, the von Mises distribution is the stationary distribution of a drift and diffusion process on the circle in a harmonic potential, i.e. with a preferred orientation. The von Mises distribution is the maximum entropy distribution for circular data when the real and imaginary parts of the first circular moment are specified. The von Mises distribution is a special case of the von Mises–Fisher distribution on the N-dimensional sphere.

von Mises
Probability density function

The support is chosen to be [π,π] with μ = 0
Cumulative distribution function

The support is chosen to be [π,π] with μ = 0
Parameters real
Support any interval of length 2π
PDF
CDF (not analytic – see text)
Mean
Median
Mode
Variance (circular)
Entropy (differential)
CF
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