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Necessary and sufficient condition for the existence of a Fréchet mean on the circle

Benjamin Charlier — 2013

ESAIM: Probability and Statistics

Let ( 𝕊 1 , d 𝕊 1 S 1 , d S 1 ) be the unit circle in ℝ endowed with the arclength distance. We give a sufficient and necessary condition for a general probability measure to admit a well defined Fréchet mean on ( 𝕊 1 , d 𝕊 1 S 1 , d S 1 ). We derive a new sufficient condition of existence() with no restriction on the support of the measure. Then, we study the convergence of the empirical Fréchet mean to the Fréchet mean and we give an algorithm to compute it.

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