A new method to simulate the Bingham and related distributions in directional data analysis with applications

John T. Kent; Asaad M. Ganeiber; Kanti V. Mardia

A new method to simulate the Bingham and related distributions in directional data analysis with applications

Statistics Theory 2013-10-31 v1 Statistics Theory

Authors: John T. Kent , Asaad M. Ganeiber , Kanti V. Mardia

Abstract

A new acceptance-rejection method is proposed and investigated for the Bingham distribution on the sphere using the angular central Gaussian distribution as an envelope. It is shown to have high efficiency and to be straightfoward to use. The method can also be extended to Fisher and Fisher-Bingham distributions on spheres and related manifolds.

Keywords

Bingham distribution acceptance-rejection method directional data angular central Gaussian distribution Fisher distribution Fisher-Bingham distribution simulation

Cite

@article{arxiv.1310.8110,
  title  = {A new method to simulate the Bingham and related distributions in directional data analysis with applications},
  author = {John T. Kent and Asaad M. Ganeiber and Kanti V. Mardia},
  journal= {arXiv preprint arXiv:1310.8110},
  year   = {2013}
}

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16 pages, 3 tables

A new method to simulate the Bingham and related distributions in directional data analysis with applications

Abstract

Keywords

Cite

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