The simulation of spherical distributions in the Fisher-Bingham family |
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Authors: | Andrew T. A. Wood |
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Affiliation: | Department of Statistics , The University Newcastle upon Tyne , U.K. |
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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. |
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Keywords: | acceptance ratio directional distribution envelope rejection procedure simulation |
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