StatsVonMisesNoise

StatsVonMisesNoise (a, b)

The StatsVonMisesNoise function returns a pseudo-random number from a von Mises distribution whose probability density is

$$\displaystyle f(\theta ; a, b)=\frac{\exp [b \cos (\theta-a)]}{2 \pi I_{0}(b)},$$

where I₀ is the zeroth order modified Bessel function of the first kind (bessI) and 0 < θ <= 2π, 0 < a <= 2π and b > 0.

References

Best, D.J., and N. I. Fisher, Efficient simulation of von Mises distribution, Appl. Statist., 28, 152-157, 1979.

See Also

StatsVonMisesPDF, StatsVonMisesCDF, StatsInvVonMisesCDF

Statistical Analysis, Noise Functions