The wrapped generalized geometric stable (WGGS) distributions introduced in this paper have the potential to model both symmetry and asymmetry and different levels of peakedness of circular data observed on the unit circle. Since the model is introduced as the circular analog of the linear generalized geometric stable distributions, it makes the modeling purposes very flexible. The probability density function (pdf) and the cumulative distribution function (cdf) of the distribution are derived and the shapes of the pdf for different values of the parameters are presented. Expressions for characteristic function and trigonometric moments are derived. A representation of WGGS random variable is obtained. Maximum likelihood estimation method is used for estimating parameters. We carry out a simulation study to show the performance of maximum likelihood estimates. The proposed model is applied to wind direction data and the performance of the model is compared with competitive models.

circular distributions, generalized geometric stable, generalized von Mises distribution, trigonometric moments, wrapped variance gamma distribution.

Received: April 18, 2022; Accepted: July 22, 2022; Published: October 28, 2022

How to cite this article: K. Jayakumar and T. Sajayan, Wrapped generalized geometric stable distributions with an application to wind direction, Far East Journal of Theoretical Statistics 66 (2022), 147-166.  http://dx.doi.org/10.17654/0972086322017

This Open Access Article is Licensed under Creative Commons Attribution 4.0 International License

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