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Moments of von mises and fisher distributions and applications

1. University of Alberta, Centre for Mathematical Biology, Edmonton, Alberta, T6G2G1, Canada
2. Department of Mathematics, Heriot-Watt University, Edinburgh, EH14 4AS, UK
3. Cross Cancer Institute, 11560-University Ave NW, Edmonton, Alberta, T6G 1Z2, Canada

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The von Mises and Fisher distributions are spherical analogues to theNormal distribution on the unit circle and unit sphere, respectively. The computation of their moments, and in particular the second moment, usually involves solving tedious trigonometric integrals. Here we present a new method to compute the moments of spherical distributions, based on the divergence theorem. This method allows a clear derivation of the second moments and can be easily generalized to higher dimensions. In particular we note that, to our knowledge, the variance-covariance matrix of the three dimensional Fisher distribution has not previously been explicitly computed. While the emphasis of this paper lies in calculating the moments of spherical distributions, their usefulness is motivated by their relationship to population statistics in animal/cell movement models and demonstrated in applications to the modelling of sea turtle navigation, wolf movement and brain tumour growth.

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Citation: Thomas Hillen, Kevin J. Painter, Amanda C. Swan, Albert D. Murtha. Moments of von mises and fisher distributions and applications. Mathematical Biosciences and Engineering, 2017, 14(3): 673-694. doi: 10.3934/mbe.2017038

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