In this paper, we investigate the Bingham distribution when the dimension p is large. Our approach is to use a series expansion of the distribution from which truncation points can be determined yielding particular errors. A point of comparison with the approach of Dryden (2005) is highlighted.

The c-characteristic function has been shown to have properties similar to those of the Fourier transformation. We now give a new property of the c-characteristic function of the spherically symmetric distribution. With this property, we can easily determine whether a distribution is spherically...

In this paper, we first show that a k-dimensional Dirichlet random vector has independent components if and only if it is a Kotz Type I Dirichlet random vector. We then consider in detail the class of k-dimensional scale mixtures of Kotz–Dirichlet random vectors, which is a natural extension...

Different concepts of neutrality have been studied in the literature in context of independence properties of vectors of random probabilities, in particular, for Dirichlet random vectors. Some neutrality conditions led to characterizations of the Dirichlet distribution. In this paper we provide...

The class of Dirichlet random vectors is central in numerous probabilistic and statistical applications. The main result of this paper derives the exact tail asymptotics of the aggregated risk of powers of Dirichlet random vectors when the radial component has df in the Gumbel or the Weibull...