Bayesian Estimation of the Von Mises Concentration Parameter
نویسندگان
چکیده
The von Mises distribution is a maximum entropy distribution. It corresponds to the distribution of an angle of a compass needle in a uniform magnetic eld of direction, , with concentration parameter,. The concentration parameter, , is the ratio of the eld strength to the temperature of thermal uctuations. Previously, we obtained a Bayesian estimator for the von Mises distribution parameters using the information-theoretic MinimumMessage Length (MML) principle. Here, we examine a variety of Bayesian estimation techniques by examining the posterior distribution in both polar and Cartesian coordinates. We compare the MML estimator with these fellow Bayesian techniques, and a range of Classical estimators. We nd that the Bayesian estimators outperform the Classical estimators.
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