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Simulation for the complex Bingham distribution

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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.

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Authors and Affiliations

  1. Department of Statistics, School of Mathematics, University of Leeds, Leeds, LS2 9JT, UK

    John T. Kent

  2. Stony Lodge, Holwell, Sherborne, Dorset, DT9 5LQ, UK

    Patrick D.L. Constable

  3. Department of Statistics, Faculty of Science, Anadolu University, Eskişehir, 26470, Turkey

    Fikret Er

Authors
  1. John T. Kent
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  2. Patrick D.L. Constable
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  3. Fikret Er
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Kent, J.T., Constable, P.D. & Er, F. Simulation for the complex Bingham distribution. Statistics and Computing 14, 53–57 (2004). https://doi.org/10.1023/B:STCO.0000009414.14099.03

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  • DOI: https://doi.org/10.1023/B:STCO.0000009414.14099.03

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