Parameter estimation and outlier detection for some types of circular model

This study focuses on the parameter estimation and outlier detection for some types of the circular model. We first look at the concentration parameter of von Mises distribution. The von Mises distribution is the most commonly used probability distribution of a circular random variable, and the con...

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Main Author: Siti Zanariah, Satari
Format: Thesis
Language:English
Published: 2015
Subjects:
Online Access:http://umpir.ump.edu.my/id/eprint/14057/19/Parameter%20estimation%20and%20outlier%20detection%20for%20some%20types%20of%20circular%20model.pdf
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spelling my-ump-ir.140572021-11-17T04:29:57Z Parameter estimation and outlier detection for some types of circular model 2015 Siti Zanariah, Satari QA Mathematics This study focuses on the parameter estimation and outlier detection for some types of the circular model. We first look at the concentration parameter of von Mises distribution. The von Mises distribution is the most commonly used probability distribution of a circular random variable, and the concentration of a circular data set is measured using the mean resultant length. We propose a new and efficient approximation of the concentration parameter estimates using two approaches, namely, the roots of a polynomial function and minimizing the negative value of the log-likelihood function in this study. 2015 Thesis http://umpir.ump.edu.my/id/eprint/14057/ http://umpir.ump.edu.my/id/eprint/14057/19/Parameter%20estimation%20and%20outlier%20detection%20for%20some%20types%20of%20circular%20model.pdf pdf en public phd doctoral University of Malaya Institute of Graduate Studies
institution Universiti Malaysia Pahang Al-Sultan Abdullah
collection UMPSA Institutional Repository
language English
topic QA Mathematics
spellingShingle QA Mathematics
Siti Zanariah, Satari
Parameter estimation and outlier detection for some types of circular model
description This study focuses on the parameter estimation and outlier detection for some types of the circular model. We first look at the concentration parameter of von Mises distribution. The von Mises distribution is the most commonly used probability distribution of a circular random variable, and the concentration of a circular data set is measured using the mean resultant length. We propose a new and efficient approximation of the concentration parameter estimates using two approaches, namely, the roots of a polynomial function and minimizing the negative value of the log-likelihood function in this study.
format Thesis
qualification_name Doctor of Philosophy (PhD.)
qualification_level Doctorate
author Siti Zanariah, Satari
author_facet Siti Zanariah, Satari
author_sort Siti Zanariah, Satari
title Parameter estimation and outlier detection for some types of circular model
title_short Parameter estimation and outlier detection for some types of circular model
title_full Parameter estimation and outlier detection for some types of circular model
title_fullStr Parameter estimation and outlier detection for some types of circular model
title_full_unstemmed Parameter estimation and outlier detection for some types of circular model
title_sort parameter estimation and outlier detection for some types of circular model
granting_institution University of Malaya
granting_department Institute of Graduate Studies
publishDate 2015
url http://umpir.ump.edu.my/id/eprint/14057/19/Parameter%20estimation%20and%20outlier%20detection%20for%20some%20types%20of%20circular%20model.pdf
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