Distributions on spheres and random variables distributed on the interval (-1,1)

James R. Schott

Statistics & Probability Letters, 2003, vol. 62, issue 4, 391-396

Abstract: In this paper, we look at a simple relationship between a random vector having a continuous distribution on the unit m-sphere and m random variables, m-1 of which have a distribution on the interval (-1,1), while the final random variable is a discrete one taking on the values -1 and 1. This relationship can be particularly useful when these m random variables are independently distributed. In this case, it can be used to construct distributions on the unit m-sphere having specific features as well as to generate random vectors having these distributions.

Keywords: Rotationally; symmetric; distribution; Uniform; distribution; on; the; sphere (search for similar items in EconPapers)
Date: 2003
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