Deriving Directional Variance from Covariance Matrix
Directional variance characterizes the dispersion of a sample of directions. The derivation of directional variance, as it has appeared in the directional statistics literature, is from a geometric and intuitive approach. This short note presents a new derivation from the covariance matrix of directions. It provides a connection from directional variance to the covariance matrix of unit vectors.
Document Type: Technical Note
Affiliations: Department of Geography University of Kansas
Publication date: 2005-06-01