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A New Efficient Approximation for Concentration Parameter of Circular Data


Paper Type 
Contributed Paper
Title 
A New Efficient Approximation for Concentration Parameter of Circular Data
Author 
Siti Zabariah Satari, Abdul Ghapor Hussin and Yang Zulina Zubairi
Email 
zanariah@ump.edu.my
Abstract:

 New and efficient approximations of the concentration parameter of circular data using two approaches are proposed in this paperFirst, we consider the power series expansion of mean resultant length and the estimate of concentration parameter may be obtained by the roots of the polynomial function.  Secondly, we consider the power series expansion of the reciprocal of a Bessel function in the log-likelihood function of the concentration parameter and the estimate of concentration parameter may be obtained by minimizing the negative value of the log-likelihood function.  It is found that the new approximation solutions are more efficient compared to the other existing approximation solutions especially for large .

Start & End Page 
528 - 537
Received Date 
2012-02-21
Revised Date 
Accepted Date 
2013-05-29
Full Text 
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Keyword 
Mean resultant length, concentration parameter, modified Bessel function, von Mises distribution, maximum likelihood estimator
Volume 
Vol.42 No.2 (APRIL 2015)
DOI 
Citation 
Satari S.Z., Hussin A.G. and Zubairi Y.Z., A New Efficient Approximation for Concentration Parameter of Circular Data, Chiang Mai J. Sci., 2015; 42(2): 528-537.
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