The Probability Density Function of a Transformation-based Hyperellipsoid Sampling Technique
Statistics Theory
2020-07-06 v2 Statistics Theory
Abstract
Sun and Farooq [2] showed that random samples can be efficiently drawn from an arbitrary n-dimensional hyperellipsoid by transforming samples drawn randomly from the unit n-ball. They stated that it was a straightforward to show that, given a uniform distribution over the n-ball, the transformation results in a uniform distribution over the hyperellipsoid, but did not present a full proof. This technical note presents such a proof.
Cite
@article{arxiv.1404.1347,
title = {The Probability Density Function of a Transformation-based Hyperellipsoid Sampling Technique},
author = {Jonathan D. Gammell and Timothy D. Barfoot},
journal= {arXiv preprint arXiv:1404.1347},
year = {2020}
}
Comments
4 pages