English

Necessary and sufficient condition for the existence of a Fr\'echet mean on the circle

Statistics Theory 2012-03-09 v2 Statistics Theory

Abstract

Let (§1,d§1)(\S^1,d_{\S^1}) be the unit circle in R2\R^2 endowed with the arclength distance. We give a sufficient and necessary condition for a general probability measure μ\mu to admit a well defined Fr\'echet mean on (§1,d§1)(\S^1,d_{\S^1}). %This criterion allows to recover already known sufficient conditions of existence. We derive a new sufficient condition of existence P(α,φ)P(\alpha,\varphi) with no restriction on the support of the measure. Then, we study the convergence of the empirical Fr\'echet mean to the Fr\'echet mean and we give an algorithm to compute it.

Keywords

Cite

@article{arxiv.1109.1986,
  title  = {Necessary and sufficient condition for the existence of a Fr\'echet mean on the circle},
  author = {Benjamin Charlier},
  journal= {arXiv preprint arXiv:1109.1986},
  year   = {2012}
}

Comments

First submission : Advances in Applied Probability (AAP) on May 17th 2011 (ref. AP/13983)