球极投影变换在统计中的应用

    Application of Stereographic Projection Transformation in Statistics

    • 摘要: 为了拓展球极投影变换在数理统计中的应用,采用球极投影变换导出Box-Muller二维变换抽样公式.球极投影变换是建立Rd空间上的点与单位球面上的点的一一对应关系.对于d=2,通过变量代换,利用球极投影变换可以导出Box-Muller公式.进一步推广,对于d>2,可以导出在多元统计分析中占重要地位的球对称分布.

       

      Abstract: The purpose of this study is to use stereographic projection transformation to derive Box-Muller bivariate transformation sampling formula. Stereographic projection trans-formation is to establish one-to-one map between the point in the Rd space and the point on the surface of a unit sphere. Through variable substitution, Box-Muller formula can be derived by means of stereographic projection transformation for d=2. By an extension of this logic, for d>2, the spherical symmetric distribution very important in multivariate statistical analysis can also be derived.

       

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