A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution

Bootstrap is a resampling procedure for estimating the distributions of statistics based on independent observations. Basically, bootstrapping has been established for the use of parameter estimation of linear data. Thus, the used of bootstrap in confidence interval of the concentration parameter, κ...

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Main Authors:	Nor Hafizah Moslim, Yong Zulina Zubairi, Abdul Ghapor Hussin, Siti Fatimah Hassan, Nurkhairany Amyra Mokhtar
Format:	Article
Language:	English
Published:	Penerbit Universiti Kebangsaan Malaysia 2019
Online Access:	http://journalarticle.ukm.my/13637/ http://journalarticle.ukm.my/13637/ http://journalarticle.ukm.my/13637/1/24%20Nor%20Hafizah%20Moslim.pdf

id	ukm-13637
recordtype	eprints
spelling	ukm-136372019-11-10T03:07:50Z http://journalarticle.ukm.my/13637/ A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution Nor Hafizah Moslim, Yong Zulina Zubairi, Abdul Ghapor Hussin, Siti Fatimah Hassan, Nurkhairany Amyra Mokhtar, Bootstrap is a resampling procedure for estimating the distributions of statistics based on independent observations. Basically, bootstrapping has been established for the use of parameter estimation of linear data. Thus, the used of bootstrap in confidence interval of the concentration parameter, κ in von Mises distribution which fitted the circular data is discussed in this paper. The von Mises distribution is the ’natural’ analogue on the circle of the Normal distribution on the real line and widely used to describe circular variables. The distribution has two parameters, namely mean direction, μ and concentration parameter, κ, respectively. The confidence interval based on the calibration bootstrap method will be compared with the existing method, confidence interval based on the asymptotic to the distribution of . Simulation studies were conducted to examine the empirical performance of the confidence intervals. Numerical results suggest the superiority of the proposed method based on measures of coverage probability and expected length. The confidence intervals were illustrated using daily wind direction data recorded at maximum wind speed for seven stations in Malaysia. From point estimates of the concentration parameter and the respective confidence interval, we note that the method works well for a wide range of κ values. This study suggests that the method of obtaining the confidence intervals can be applied with ease and provides good estimates. Penerbit Universiti Kebangsaan Malaysia 2019-05 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/13637/1/24%20Nor%20Hafizah%20Moslim.pdf Nor Hafizah Moslim, and Yong Zulina Zubairi, and Abdul Ghapor Hussin, and Siti Fatimah Hassan, and Nurkhairany Amyra Mokhtar, (2019) A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution. Sains Malaysiana, 48 (5). pp. 1151-1156. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid48bil5_2019/KandunganJilid48Bil5_2019.html
repository_type	Digital Repository
institution_category	Local University
institution	Universiti Kebangasaan Malaysia
building	UKM Institutional Repository
collection	Online Access
language	English
description	Bootstrap is a resampling procedure for estimating the distributions of statistics based on independent observations. Basically, bootstrapping has been established for the use of parameter estimation of linear data. Thus, the used of bootstrap in confidence interval of the concentration parameter, κ in von Mises distribution which fitted the circular data is discussed in this paper. The von Mises distribution is the ’natural’ analogue on the circle of the Normal distribution on the real line and widely used to describe circular variables. The distribution has two parameters, namely mean direction, μ and concentration parameter, κ, respectively. The confidence interval based on the calibration bootstrap method will be compared with the existing method, confidence interval based on the asymptotic to the distribution of . Simulation studies were conducted to examine the empirical performance of the confidence intervals. Numerical results suggest the superiority of the proposed method based on measures of coverage probability and expected length. The confidence intervals were illustrated using daily wind direction data recorded at maximum wind speed for seven stations in Malaysia. From point estimates of the concentration parameter and the respective confidence interval, we note that the method works well for a wide range of κ values. This study suggests that the method of obtaining the confidence intervals can be applied with ease and provides good estimates.
format	Article
author	Nor Hafizah Moslim, Yong Zulina Zubairi, Abdul Ghapor Hussin, Siti Fatimah Hassan, Nurkhairany Amyra Mokhtar,
spellingShingle	Nor Hafizah Moslim, Yong Zulina Zubairi, Abdul Ghapor Hussin, Siti Fatimah Hassan, Nurkhairany Amyra Mokhtar, A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
author_facet	Nor Hafizah Moslim, Yong Zulina Zubairi, Abdul Ghapor Hussin, Siti Fatimah Hassan, Nurkhairany Amyra Mokhtar,
author_sort	Nor Hafizah Moslim,
title	A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
title_short	A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
title_full	A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
title_fullStr	A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
title_full_unstemmed	A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
title_sort	comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution
publisher	Penerbit Universiti Kebangsaan Malaysia
publishDate	2019
url	http://journalarticle.ukm.my/13637/ http://journalarticle.ukm.my/13637/ http://journalarticle.ukm.my/13637/1/24%20Nor%20Hafizah%20Moslim.pdf
first_indexed	2023-09-18T20:05:18Z
last_indexed	2023-09-18T20:05:18Z
_version_	1777407118133952512

A comparison of asymptotic and bootstrapping approach in constructing confidence interval of the concentration parameter in von mises distribution

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