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Open Access Publications from the University of California

An entropy-based test for goodness of fit of the von mises distribution

  • Author(s): Lund, U
  • Jammalamadaka, SR
  • et al.

The maximum entropy characterization of the von Mises distribution on the circle is exploited to derive a consistent goodness of fit test for the von Mises distribution. Monte Carlo simulation results are tabulated giving critical values of the test statistic for various sample sizes and values of the concentration parameter. A power analysis is presented for various alternative hypotheses, comparing this entropy statistic to two other competing goodness of fit statistics. The entropy statistic is shown to compare favorably and may be more attractive, especially considering its ease of computation.

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