A full Bayesian analysis of circular data using the von Mises distribution

被引：25

作者：

Damien, P ^{[1
]}

Walker, S ^{[1
]}

机构：

[1] Univ Michigan, Sch Business, Ann Arbor, MI 48109 USA

来源：

CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1999年 / 27卷 / 02期

关键词：

circular data; latent variables; Gibbs sampler; von Mises distribution;

D O I：

10.2307/3315639

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

This paper presents a full Bayesian analysis of circular data, paying special attention to the von Mises distribution. We obtain samples from the posterior distribution using the Gibbs sampler which, after the introduction of strategic latent variables, has all full conditional distributions of known type.

引用

页码：291 / 298

页数：8

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