I'm trying to find an estimate of the cumulative distribution function of the Von Mises distribution.
The CDF is $D(x) = \frac{1}{2\pi I_0(b)}\left(xI_0(b)+2\sum_{j=1}^\inf \frac{I_j(b)\sin\left[j(x-a)\right]}{j}\right)$, where $I_j$ is the modified Bessel function of the first kind of order $j$.
This substantially exceeds my calculus skills. Assistance would be appreciated.
(My goal is actually to estimate the portion of the distribution between two points $x_1$ and $x_2$, if that makes it any easier.)
(Note: I'm aware of the questions asked regarding the limit of the Bessel function $I_j(x)$ as $x$ approaches infinity. My question concerns the limit when the order, $j$, approaches infinity.)
If you look here, you will see that $$I_n(x)\sim \frac 1{\sqrt{2 \pi n}} \left(\frac{ex}{2n} \right)^n$$