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The simulation of spherical distributions in the Fisher-Bingham family
Authors:Andrew T A Wood
Institution:Department of Statistics , The University Newcastle upon Tyne , U.K.
Abstract:The problem of generating pseudo-random unit vectors from the Fisher-Bingham distribution is considered. Attention is focussed on a subfamily known as FB6' which includes many of the spherical distributions of practical interest, including those of Dimroth-Watson, FB4' FB5 and Bingham type. The rejection procedures suggested here for these distributions should prove adequate for most practical purposes. Possibilities for simulating from the general Fisher-Bingham distribution are also mentioned briefly.
Keywords:acceptance ratio  directional distribution  envelope  rejection procedure  simulation
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