Information theoretic results for circular distributions |
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Authors: | Riccardo Gatto |
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Institution: | 1. Institute of Mathematical Statistics and Actuarial Science, University of Bern, Alpeneggstrasse , Bern, Switzerland gatto@stat.unibe.ch |
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Abstract: | The broad class of generalized von Mises (GvM) circular distributions has certain optimal properties with respect to information theoretic quantities. It is shown that, under constraints on the trigonometric moments, and using the Kullback–Leibler information as the measure, the closest circular distribution to any other is of the GvM form. The lower bounds for the Kullback–Leibler information in this situation are also provided. The same problem is also considered using a modified version of the Kullback–Leibler information. Finally, series expansions are given for the entropy and the normalizing constants of the GvM distribution. |
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Keywords: | generalized von Mises distribution entropy exponential tilt Fourier expansion Kullback–Leibler information trigonometric moment |
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