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Construction and parameter estimation of wrapped normal models

Mini Dissertation (MSc (Mathematical Statistics))--University of Pretoria, 2019.

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Other Authors: Loots, Mattheus Theodor
Format: Thesis
Language:English
Published: University of Pretoria 2023
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access_status_str Open Access
author2 Loots, Mattheus Theodor
author_browse Loots, Mattheus Theodor
author_facet Loots, Mattheus Theodor
collection Thesis
dc_rights_str_mv © 2021 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria.
description Mini Dissertation (MSc (Mathematical Statistics))--University of Pretoria, 2019.
format Thesis
id oai:repository.up.ac.za:2263/93829
institution University of Pretoria (South Africa)
language English
last_indexed 2026-06-10T12:38:03.802Z
license_str Other — see source repository
provenance_str_mv Harvested via OAI-PMH from UPSpace — University of Pretoria Institutional Repository
publishDate 2023
publishDateRange 2023
publishDateSort 2023
publisher University of Pretoria
publisherStr University of Pretoria
record_format dspace
source_str UPSpace — University of Pretoria Institutional Repository
spelling oai:repository.up.ac.za:2263/93829 Construction and parameter estimation of wrapped normal models Loots, Mattheus Theodor Bekker, Andriette, 1958- hannalineroux@gmail.com Roux, Hannaline UCTD Wrapped skew-normal Wrapped exible generalised skew-normal Trigonometric moments Maximum likelihood estimation (MLE) Skew scale mixtures of normal model Mini Dissertation (MSc (Mathematical Statistics))--University of Pretoria, 2019. If a known distribution on a real line is given, it can be wrapped on the circumference of a unit circle. This research entails the study of a univariate skew-normal distribution where the skew-normal distribution is generalised for the case of bimodality. Both the skew-normal and exible generalised skew-normal distributions are wrapped onto a unit circle, consequently referred to as a wrapped skew-normal and a wrapped flexible generalised skew-normal distribution respectively. For each of these distributions a simulation study is conducted, where the performance of maximum likelihood estimation is evaluated. Skew scale mixtures of normal distributions with the wrapped version of these distributions are proposed and graphical representations are provided. These distributions are also compared in an application to wind direction data. Statistics MSc (Mathematical Statistics) Unrestricted Faculty of Natural and Agricultural Sciences 2023-12-19T14:19:35Z 2023-12-19T14:19:35Z 2020-04 2019-08 Mini Dissertation * A2020 http://hdl.handle.net/2263/93829 en © 2021 University of Pretoria. All rights reserved. The copyright in this work vests in the University of Pretoria. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of the University of Pretoria. application/pdf University of Pretoria
spellingShingle UCTD
Wrapped skew-normal
Wrapped exible generalised skew-normal
Trigonometric moments
Maximum likelihood estimation (MLE)
Skew scale mixtures of normal model
Construction and parameter estimation of wrapped normal models
title Construction and parameter estimation of wrapped normal models
title_full Construction and parameter estimation of wrapped normal models
title_fullStr Construction and parameter estimation of wrapped normal models
title_full_unstemmed Construction and parameter estimation of wrapped normal models
title_short Construction and parameter estimation of wrapped normal models
title_sort construction and parameter estimation of wrapped normal models
topic UCTD
Wrapped skew-normal
Wrapped exible generalised skew-normal
Trigonometric moments
Maximum likelihood estimation (MLE)
Skew scale mixtures of normal model
url http://hdl.handle.net/2263/93829