Premium
Computer Generation of Distributions on the M ‐Sphere
Author(s) -
Ulrich Gary
Publication year - 1984
Publication title -
journal of the royal statistical society: series c (applied statistics)
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.205
H-Index - 72
eISSN - 1467-9876
pISSN - 0035-9254
DOI - 10.2307/2347441
Subject(s) - mathematics , statistics , calculus (dental) , mathematical economics , medicine , dentistry
SUMMARY A technique is developed for constructing algorithms to generate pseudo random vectors from families of distributions on the unit m ‐sphere. The method is applied to the Fisher‐von Mises distribution to provide a generator which is easily programmed and very efficient. The Fisher–von Mises generator is then used in a brief Monte Carlo study on the validity of a test procedure developed by Stephens (1982).
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom