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Circular variance of a mixture of Von Mises distributions

Cross Validated Asked by Ronald van den Berg on December 13, 2021

Does anyone know if there is an analytical solution for the (circular) variance of a mixture of Von Mises distributions that all have equal (circular) mean?

Simulation results suggest that the circular variance of such a mixture is equal to the average of the circular variances of the individual components, at least when the mixture weights are the same.

I would appreciate if anyone can point me to a mathematical proof or rejection. Thanks!

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