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In probability theory and directional statistics, a wrapped Cauchy distribution is a wrapped probability distribution that results from the "wrapping" of the Cauchy distribution around the unit circle. The Cauchy distribution is sometimes known as a Lorentzian distribution, and the wrapped Cauchy distribution may sometimes be referred to as a wrapped Lorentzian distribution. The wrapped Cauchy distribution is often found in the field of spectroscopy where it is used to analyze diffraction patterns (e.g. see Fabry–Pérot interferometer) == Description == The probability density function of the wrapped Cauchy distribution is: : where is the scale factor and is the peak position of the "unwrapped" distribution. Expressing the above pdf in terms of the characteristic function of the Cauchy distribution yields: : In terms of the circular variable the circular moments of the wrapped Cauchy distribution are the characteristic function of the Cauchy distribution evaluated at integer arguments: : where is some interval of length . The first moment is then the average value of ''z'', also known as the mean resultant, or mean resultant vector: : The mean angle is : and the length of the mean resultant is : 抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Wrapped Cauchy distribution」の詳細全文を読む スポンサード リンク
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