Simulation for the complex Bingham distribution

Kent J. T., Constable P., Er F.

STATISTICS AND COMPUTING, vol.14, no.1, pp.53-57, 2004 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 14 Issue: 1
  • Publication Date: 2004
  • Doi Number: 10.1023/b:stco.0000009414.14099.03
  • Journal Name: STATISTICS AND COMPUTING
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.53-57
  • Keywords: acceptance-rejection, complex Bingham distribution, landmark data, shape analysis, simulation, truncation
  • Anadolu University Affiliated: Yes

Abstract

The complex Bingham distribution is relevant for the shape analysis of landmark data in two dimensions. In this paper it is shown that the problem of simulating from this distribution reduces to simulation from a truncated multivariate exponential distribution. Several simulation methods are described and their efficiencies are compared.