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Register a new userA new method to simulate the Bingham and related distributions in directional data analysis with applications
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Added by
John Kent
Publication date
2013
fields
Mathematical Statistics
and research's language is
English
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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.
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