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Random sampling from the watson distribution

 

作者: Kim-Hung Li,   Carl Ka-Fai Wong,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1993）
卷期: Volume 22, issue 4  

页码: 997-1009

 

ISSN:0361-0918

 

年代: 1993

 

DOI:10.1080/03610919308813139

 

出版商: Marcel Dekker, Inc.

 

关键词: Bingham distribution;bipoiar form;envelope-rejection method;girdle form

 

数据来源: Taylor

 

摘要:

An envelope-rejection method is used to generate random variates from the Watson distribution. The method is compact and is competitive with, if not superior to, the existing sampling algorithms. For the girdle form of the Watson distribution, a faster algorithm is proposed. As a result, Johnson's sampling algorithm for the Bingham distribution is improved.

 

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