Projections on cones, chi-bar squared distributions, and Weyl's formula

Yong Lin and Bruce G. Lindsay

Statistics & Probability Letters, 1997, vol. 32, issue 4, 367-376

Abstract: Using Weyl's formula for the volume of the tube about a manifold in the unit sphere, we show that the distribution of the squared length of the projection of the normal variate to any smooth convex cone is a mixture of chi-squared distributions and we give the explicit formulas for the weights. We also give the application of our work to circular cones.

Keywords: Weyl's; formula; Tube; volume; Chi-bar; squared; distribution; Projection; Convex; cone (search for similar items in EconPapers)
Date: 1997
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Citations: View citations in EconPapers (2)

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