# Wrapped Normal Distribution

In probability theory and directional statistics, a wrapped normal distribution is a wrapped probability distribution that results from the "wrapping" of the normal distribution around the unit circle. It finds application in the theory of Brownian motion and is a solution to the heat equation for periodic boundary conditions. It is closely approximated by the von Mises distribution, which, due to its mathematical simplicity and tractability, is the most commonly used distribution in directional statistics.

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... The von Mises distribution is a circular distribution which, like any other circular distribution, may be thought of as a wrapping of a certain linear probability ... The underlying linear probability distribution for the von Mises distribution is mathematically intractable, however, for statistical purposes, there is ... The usefulness of the von Mises distribution is twofold it is the most mathematically tractable of all circular distributions, allowing simpler statistical analysis, and it is a close approximation to the ...

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