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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 →

đź§­ Start here: a 6-step reading path

  1. Read the overview: Wrapped normal distributionA 5-minute orientation
  2. Skim a recent paper: Finite Mixtures of Multivariate Wrapped Normal Distributions for Model Based Clustering of p -Torus DataInfluential work since 2022
  3. Pick up a classic book: Bulletin of the United States Army Medical DepartmentThe most-reprinted book on the subject
  4. Read the landmark paper: The wrapped skew-normal distribution on the circleCited 57 times
  5. Go sideways: Circular distributionA closely related topic
  6. Go sideways: Directional statisticsA closely related topic

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🗂️ The subject at a glance

  1. Definition
  2. Moments
  3. Estimation of parameters
  4. Entropy

🏆 Landmark papers (most cited)

🆕 Influential since 2022

📚 Books worth reading

Ranked by number of editions on Open Library, a rough measure of how lasting a book is.

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