Bayesian inference on the bimodality of the generalized von Mises distribution

Salvador, Sara; Gatto, Riccardo (22 July 2021). Bayesian inference on the bimodality of the generalized von Mises distribution (Submitted)

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This article introduces Bayesian inference on the bimodality of the generalized von Mises (GvM) distribution for planar directions (Gatto and Jammalamadaka, 2007). The GvM dis- tribution is a flexible model that can be axial symmetric or asymmetric, unimodal or bimodal. Two inferential approaches are analysed. The first is the test of null hypothesis of bimodality and Bayes factors are obtained. The second approach provides a two-dimensional high pos- terior density (HPD) credible set for two parameters relevant to bimodality. Based on the identification of the two-dimensional parametric region associated to bimodality, the inclusion of the HPD credible set in that region allows us to infer on the bimodality of the underlying GvM distribution. A particular implementation of the Metropolis-Hastings algorithm allows for the computation of the Bayes factors and the HPD credible sets. A Monte Carlo study reveals that, whenever the samples are generated under a bimodal GvM, the Bayes factors and the HPD credible sets do clearly confirm the underlying bimodality.

Item Type:

Working Paper

Division/Institute:

08 Faculty of Science > Department of Mathematics and Statistics > Institute of Mathematical Statistics and Actuarial Science

UniBE Contributor:

Salvador, Sara and Gatto, Riccardo

Subjects:

500 Science > 510 Mathematics

Language:

English

Submitter:

Riccardo Gatto

Date Deposited:

27 Sep 2021 14:40

Last Modified:

27 Sep 2021 14:40

BORIS DOI:

10.48350/159250

URI:

https://boris.unibe.ch/id/eprint/159250

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