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Everything about Wrapped normal distribution

Probability distribution on the circle

In probability theory and directional statistics, a wrapped normal distribution is a wrapped probability distribution that results from the "wrapping" of the normal distribution around the unit circle. It finds application in the theory of Brownian motion and is a solution to the heat equation for periodic boundary conditions. It is closely approximated by the von Mises distribution, which, due to its mathematical simplicity and tractability, is the most commonly used distribution in directional statistics. Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Wrapped normal distributionA 5-minute orientation
  2. Skim a recent paper: Exponential-Wrapped Distributions on Symmetric SpacesInfluential work since 2022
  3. Pick up a classic book: Hearing on code of fair practices and competitionThe most-reprinted book on the subject
  4. Read the landmark paper: Maximum likelihood estimation for the wrapped Cauchy distributionCited 99 times
  5. Go sideways: Circular distributionA closely related topic
  6. Go sideways: Directional statisticsA closely related topic

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