A bridge between the circular and linear normal distributions

Frédéric Ouimet

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arXiv · 2312.17202

A bridge between the circular and linear normal distributions

Frédéric Ouimet

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Abstract

In this short note, we present a refined approximation for the log-ratio of the density of the von Mises$(\mu,\kappa)$ distribution (also called the circular normal distribution) to the standard (linear) normal distribution when the concentration parameter \k{appa} is large. Our work complements the one of Hill (1976), who obtained a very similar approximation along with quantile couplings, using earlier approximations by Hill & Davis (1968) of Cornish-Fisher type. One motivation for this note is to highlight the connection between the circular and linear normal distributions through their circular variance and (linear) variance.

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Frédéric Ouimet. 2023-12-28. A bridge between the circular and linear normal distributions. https://arxiv.org/abs/2312.17202

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