Simulation for the complex Bingham distribution

Authors:
John T. Kent;Patrick D. L. Constable;Fikret Er
Affiliations:
Department of Statistics, School of Mathematics, University of Leeds, Leeds, LS2 9JT, UK;Stony Lodge, Holwell, Sherborne, Dorset, DT9 5LQ, UK;Department of Statistics, Faculty of Science, Anadolu University, Eskişehir, 26470, Turkey
Venue:
Statistics and Computing
Year:
2004

Citing 2
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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.