Projections on cones, chi-bar squared distributions, and Weyl's formula
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.
Year of publication: |
1997
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Authors: | Lin, Yong ; Lindsay, Bruce G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 32.1997, 4, p. 367-376
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Publisher: |
Elsevier |
Keywords: | Weyl's formula Tube volume Chi-bar squared distribution Projection Convex cone |
Saved in:
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