scipy.stats.VonMises.

variance#

VonMises.variance(*, method=None)[source]#

Variance, a measure of dispersion

For real-line distributions, the mean is the second central moment.

The variance \(\nu\) of a random angle \(X\) is defined ([2] 29) as

\[\nu = 1 - E\left[ \cos(X - \mu) \right]\]

where \(\mu\) is the circular mean.

Parameters:
method{None, ‘formula’, ‘transform’, ‘normalize’, ‘quadrature’, ‘cache’}

Method used to calculate the central second moment. Not all methods are available for all distributions. See moment for details.

References

[2]

Mardia, Kanti V., and Peter E. Jupp. Directional statistics. John Wiley & Sons, 1999. DOI:10.1002/9780470316979.

Examples

Instantiate a distribution with the desired parameters:

>>> from scipy import stats
>>> X = stats.Normal(mu=1., sigma=2.)

Evaluate the variance:

>>> X.variance()
4.0
>>> X.variance() == X.moment(order=2, kind='central') == X.sigma**2
True