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High Quality Content by WIKIPEDIA articles! High Quality Content by WIKIPEDIA articles! In probability theory and directional statistics, a wrapped normal distribution is a wrapped probability distribution which results from the "wrapping" of the normal distribution around the unit circle. It finds application in the theory of Brownian motion. It is closely approximated by the von Mises distribution, which, due to its mathematical simplicity and tractability, is the most commonly used distribution in directional statistics.