A construction of cylindrical distribution based on the normal distribution and its regression modeling

Date/heure
14 mars 2024
10:45 - 11:45

Lieu
Salle de conférences Nancy

Oratrice ou orateur
Toshihiro Abe (Hosei University)

Catégorie d'évènement
Séminaire Probabilités et Statistique


Résumé

Cylindrical distributions are joint distributions of a circular variable and a linear variable, where the circular variable affects the linear variable. In this paper, we consider a class of cylindrical distributions based on the normal distribution, which have normal and angular conditional and marginal distributions. The distribution based on the normal distribution has the advantages of easy random number generation and simple Fisher information matrix. We also consider a regression model using the cylindrical distribution. Examples of estimation will be given for real data, and a new methodology of data analysis using the cylinder model will be given. Furthermore, we also discuss some potential extensions of the cylindrical distribution.