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Two nested families of skew-symmetric circular distributions

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Abstract

In this paper, we introduce two new flexible families of unimodal circular distributions obtained by wrapping onto the unit circle two recently explored heavy-tailed distributions defined on the real line. The first, the four-parameter wrapped normal–Laplace distribution, is nested within the second, the five-parameter wrapped generalized normal–Laplace distribution. Both families contain the wrapped normal and wrapped Laplace and generalized Laplace distributions as special cases. Stochastic models for the genesis of these new distributions, which may be useful in identifying situations in which they are likely to occur, are developed. The basic properties of the new distributions are derived and model fitting by maximum likelihood discussed. Examples which illustrate fitting the two distributions to exact and grouped data are presented.

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Correspondence to William J. Reed.

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The research of W. J. Reed was supported by NSERC grant OGP 7252, and partly carried out at the University of Waikato, New Zealand, whose support is gratefully acknowledged. The research of Arthur Pewsey was partially supported by project MTM2007-61470 of the Spanish Ministry of Education and Science.

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Reed, W.J., Pewsey, A. Two nested families of skew-symmetric circular distributions. TEST 18, 516–528 (2009). https://doi.org/10.1007/s11749-008-0111-0

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  • DOI: https://doi.org/10.1007/s11749-008-0111-0

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