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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).