Sequential Analysis for Angular Data

Abstract

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A Group Sequential Test of Circular Data Using the Von Mises Distribution

“…where h = sin(µ−v1) sinv2 [5,6]. In linear data, acceptance probabilities are computed for the various values of h. Apart from the linear data, minimum and maximum values of operating characteristic function are obtained in circular data.…”

“…Gadsden & Kanji [5] developed a sequential probability ratio test (SPRT) of Wald [17] for the mean direction (µ V M ) of the von Mises distribution with a known and an unknown concentration parameter (κ). Gadsden & Kanji [6] represents the applications of SPRT for circular data.…”

Cusum control for data following the von Mises distribution

“…This dynamic setting is to be distinguished from the retrospective setting in which a given set of time-ordered data are analyzed after the fact to detect the presence of changepoints -see, for instance, Lombard [10], Fisher [3,Chapter 7] and Sengupta and Laha [14]. Gadsden and Kanji [4] developed sequential probability ratio tests involving the location parameter of a von Mises distribution. Laha and Gupta [9] described the construction of Shewhart-type charts that are best suited to detecting the presence of isolated special causes.…”