A method for generating uniformly scattered points on the Lp-norm unit sphere and its applications

被引:0
|
作者
Jiajuan Liang
Kai Wang Ng
机构
[1] University of New Haven,Department of Quantitative Analysis
[2] The University of Hong Kong,Department of Statistics and Actuarial Science
来源
Metrika | 2008年 / 68卷
关键词
-norm spherical distribution; -norm uniform distribution; Stochastic representation; Uniformly scattered points;
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中图分类号
学科分类号
摘要
Tashiro (Ann Inst Stat Math 29:295–300, 1977) studied methods for generating unform points on the surface of the regular unit sphere. The Lp-norm unit sphere is a generalization of the regular unit sphere. In this paper we propose a method associated with an algorithm for generating uniformly scattered points on the Lp-norm unit sphere and discuss its applications in statistical simulation, representative points of a wide class of multivariate probability distributions and optimization problems. Some examples are illustrated for these applications.
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页码:83 / 98
页数:15
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