Lin, Yong; Lindsay, Bruce G. - In: Statistics & Probability Letters 32 (1997) 4, pp. 367-376
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....