Random sampling from the watson distribution

Abstract

An envelope-rejection method is used to generate random variates from the Watson distribution. The method is compact and is competitive with, if not superior to, the existing sampling algorithms. For the girdle form of the Watson distribution, a faster algorithm is proposed. As a result, Johnson's sampling algorithm for the Bingham distribution is improved.

Keywords:

• Bingham distribution
• bipoiar form
• envelope-rejection method
• girdle form