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Change-point problems for the von Mises distribution

Author

Listed:
  • Kaushik Ghosh
  • S. Rao Jammalamadaka
  • Mangalam Vasudaven

Abstract

A generalized likelihood ratio procedure and a Bayes procedure are considered for change-point problems for the mean direction of the von Mises distribution, both when the concentration parameter is known and when it is unknown. These tests are based on sample resultant lengths. Tables that list critical values of these test statistics are provided. These tests are shown to be valid even when the data come from other similar unimodal circular distributions. Some empirical studies of powers of these test procedures are also incorporated.

Suggested Citation

  • Kaushik Ghosh & S. Rao Jammalamadaka & Mangalam Vasudaven, 1999. "Change-point problems for the von Mises distribution," Journal of Applied Statistics, Taylor & Francis Journals, vol. 26(4), pages 423-434.
    • Handle: RePEc:taf:japsta:v:26:y:1999:i:4:p:423-434
    DOI: 10.1080/02664769922313
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    References listed on IDEAS

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    1. Csörgo, Miklós & Horváth, Lajos, 1996. "A note on the change-point problem for angular data," Statistics & Probability Letters, Elsevier, vol. 27(1), pages 61-65, March.
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    Cited by:

    1. Arthur Pewsey & Eduardo García-Portugués, 2021. "Recent advances in directional statistics," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 30(1), pages 1-58, March.

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    1. Irina Grabovsky & Lajos Horváth, 2001. "Change-Point Detection in Angular Data," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 552-566, September.

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