A continuous distribution defined on the range
with probability density function
(1)
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where
is a modified Bessel function
of the first kind of order 0, and distribution function
(2)
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which cannot be done in closed form. Here, is the mean direction and
is a concentration parameter. The von Mises distribution
is the circular analog of the normal distribution
on a line.
The mean is
(3)
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and the circular variance is
(4)
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