Abstract
Ulrich's (1984) proposal for simulating unit vectors from the von Mises-Fisher distribution is discussed and an alternative specification of the algorithm is given. Then we describe an application to the simulation of the von Mises-Fisher matrix distribution for rotations of R 3 or,equivalently, the Bingham distribution on the unit sphere in R 4The same idea also leadsto a procedure for simulating the Bingham distribution on the unit sphere in R q when q > 4.
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More From: Communications in Statistics - Simulation and Computation
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