Change-point problems for the von Mises distribution

A generalized likelihood ratio procedure and a Bayes procedure are considered for change-point problems for the mean direction of the von Mises distribution, both when the concentration parameter is known and when it is unknown. These tests are based on sample resultant lengths. Tables that list critical values of these test statistics are provided. These tests are shown to be valid even when the data come from other similar unimodal circular distributions. Some empirical studies of powers of these test procedures are also incorporated.