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Does there exist a probability density distribution function with analogous properties to those of the Gaussian distribution, but defined on domains such as:

  1. a limited segment $x \in [a,b]$
  2. a circular domain (a domain which "wraps around") $\theta \in [0, 2\pi)$

By asking "properties similar to the Gaussian", I would ideally like something as the central limit theorem.

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    You might also want to look at central limit theorems in free probability.2012-12-21

1 Answers 1

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Apparently, you are looking for

  1. von Mises distribution
  2. Wrapped normal distribution