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An elliptically symmetric angular Gaussian distribution

Paine, P.J.; Preston, Simon P.; Tsagris, Michail; Wood, Andrew T.A.

Authors

P.J. Paine

Simon P. Preston

Michail Tsagris

Andrew T.A. Wood



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.

Journal Article Type Article
Journal Statistics and Computing
Print ISSN 0960-3174
Electronic ISSN 1573-1375
Publisher Springer Verlag
Peer Reviewed Peer Reviewed
APA6 Citation Paine, P., Preston, S. P., Tsagris, M., & Wood, A. T. (in press). An elliptically symmetric angular Gaussian distribution. Statistics and Computing, https://doi.org/10.1007/s11222-017-9756-4
DOI https://doi.org/10.1007/s11222-017-9756-4
Keywords Angular Gaussian, Bootstrap, Kent distribution, Spherical distribution
Publisher URL http://link.springer.com/article/10.1007%2Fs11222-017-9756-4
Copyright Statement Copyright information regarding this work can be found at the following address: http://creativecommons.org/licenses/by/4.0

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Copyright Statement
Copyright information regarding this work can be found at the following address: http://creativecommons.org/licenses/by/4.0





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