An elliptically symmetric angular Gaussian distribution

Paine, P.J. and Preston, Simon P. and Tsagris, Michail and Wood, Andrew T.A. (2017) An elliptically symmetric angular Gaussian distribution. Statistics and Computing . pp. 1-9. ISSN 1573-1375

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Abstract

We define a distribution on the unit sphere Sd−1 called the elliptically symmetric angular Gaussian distribution. This distribution, which to our knowledge has not been studied before, is a subfamily of the angular Gaussian distribution closely analogous to the Kent subfamily of the general Fisher–Bingham distribution. Like the Kent distribution, it has elliptical contours, enabling modelling of rotational asymmetry about the mean direction, but it has the additional advantages of being simple and fast to simulate from, and having a density and hence likelihood that is easy and very quick to compute exactly. These advantages are especially beneficial for computationally intensive statistical methods, one example of which is a parametric bootstrap procedure for inference for the directional mean that we describe.

Item Type: Article
Keywords: Angular Gaussian, Bootstrap, Kent distribution, Spherical distribution
Schools/Departments: University of Nottingham, UK > Faculty of Science > School of Mathematical Sciences
Identification Number: 10.1007/s11222-017-9756-4
Depositing User: Eprints, Support
Date Deposited: 23 May 2017 08:07
Last Modified: 12 Oct 2017 22:49
URI: http://eprints.nottingham.ac.uk/id/eprint/43014

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