Simulation for the complex Bingham distribution

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

STATISTICS AND COMPUTING, cilt.14, sa.1, ss.53-57, 2004 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 14 Sayı: 1
  • Basım Tarihi: 2004
  • Doi Numarası: 10.1023/b:stco.0000009414.14099.03
  • Dergi Adı: STATISTICS AND COMPUTING
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.53-57
  • Anahtar Kelimeler: acceptance-rejection, complex Bingham distribution, landmark data, shape analysis, simulation, truncation
  • Anadolu Üniversitesi Adresli: Evet

Özet

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.