m球面上分布的计算机生成

Computer Generation of Distributions on the m-Sphere

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1984
被引 81
ABS 3

中文导读

开发了一种在单位m球面上从分布族生成伪随机向量的算法,应用于Fisher-von Mises分布,并用于Stephens检验的蒙特卡洛研究。

Abstract

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).

数学统计学应用数学数理经济学