Draw samples from a von Mises distribution.
Samples are drawn from a von Mises distribution with specified mode (mu) and dispersion (kappa), on the interval [-pi, pi].
The von Mises distribution (also known as the circular normal distribution) is a continuous probability distribution on the unit circle. It may be thought of as the circular analogue of the normal distribution.
mu : float
kappa : float
size : int or tuple of int
samples : scalar or ndarray
The probability density for the von Mises distribution is
where is the mode and the dispersion, and is the modified Bessel function of order 0.
The von Mises is named for Richard Edler von Mises, who was born in Austria-Hungary, in what is now the Ukraine. He fled to the United States in 1939 and became a professor at Harvard. He worked in probability theory, aerodynamics, fluid mechanics, and philosophy of science.
Abramowitz, M. and Stegun, I. A. (ed.), Handbook of Mathematical Functions, New York: Dover, 1965.
von Mises, R., Mathematical Theory of Probability and Statistics, New York: Academic Press, 1964.
Draw samples from the distribution:
>>> mu, kappa = 0.0, 4.0 # mean and dispersion >>> s = np.random.vonmises(mu, kappa, 1000)
Display the histogram of the samples, along with the probability density function:
>>> import matplotlib.pyplot as plt >>> import scipy.special as sps >>> count, bins, ignored = plt.hist(s, 50, normed=True) >>> x = np.arange(-np.pi, np.pi, 2*np.pi/50.) >>> y = -np.exp(kappa*np.cos(x-mu))/(2*np.pi*sps.jn(0,kappa)) >>> plt.plot(x, y/max(y), linewidth=2, color='r') >>> plt.show()