Conditioning with Conic Sections in the Two-Dimensional Normal Distribution
Blaesild, P.
Ann. Statist., Tome 7 (1979) no. 1, p. 659-670 / Harvested from Project Euclid
Assuming that $X$ has a two-dimensional normal distribution certain conditional distributions of $X$ given that $X$ lies on a hyperbola or a parabola are found. Two of these distributions, related respectively to the parabola and the hyperbola, resemble the von Mises distribution, which can be obtained as a conditional distribution of $X$ given that $X$ lies on a circle. It is, however, proved that the assumptions leading to the conditional distribution in the hyperbolic case are not analogous to those leading to the von Mises distribution.
Publié le : 1979-05-14
Classification:  Two-dimensional normal distribution,  conic section,  von Mises distribution,  hyperbolic distribution,  generalized hyperbolic distribution,  62E10
@article{1176344686,
     author = {Blaesild, P.},
     title = {Conditioning with Conic Sections in the Two-Dimensional Normal Distribution},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 659-670},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344686}
}
Blaesild, P. Conditioning with Conic Sections in the Two-Dimensional Normal Distribution. Ann. Statist., Tome 7 (1979) no. 1, pp.  659-670. http://gdmltest.u-ga.fr/item/1176344686/