Bingham Distribution
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In statistics, the Bingham distribution, named after Christopher Bingham, is an antipodally symmetric
probability distribution In probability theory and statistics, a probability distribution is the mathematical function that gives the probabilities of occurrence of different possible outcomes for an experiment. It is a mathematical description of a random phenomeno ...
on the ''n''-sphere. It is a generalization of the Watson distribution and a special case of the
Kent Kent is a county in South East England and one of the home counties. It borders Greater London to the north-west, Surrey to the west and East Sussex to the south-west, and Essex to the north across the estuary of the River Thames; it faces ...
and Fisher-Bingham distributions. The Bingham distribution is widely used in
paleomagnetic Paleomagnetism (or palaeomagnetismsee ), is the study of magnetic fields recorded in rocks, sediment, or archeological materials. Geophysicists who specialize in paleomagnetism are called ''paleomagnetists.'' Certain magnetic minerals in rocks ...
data analysis, and has been reported as being of use in the field of
computer vision Computer vision is an Interdisciplinarity, interdisciplinary scientific field that deals with how computers can gain high-level understanding from digital images or videos. From the perspective of engineering, it seeks to understand and automate t ...
. Its
probability density function In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) c ...
is given by : f(\mathbf\,;\,M,Z)\; dS^ \;=\; _F_(;;Z)^\;\cdot\; \exp\left(\right)\; dS^ which may also be written : f(\mathbf\,;\,M,Z)\; dS^ \;=\; _F_(;;Z)^\;\cdot\; \exp\left(\right)\; dS^ where x is an axis (i.e., a unit vector), ''M'' is an
orthogonal In mathematics, orthogonality is the generalization of the geometric notion of '' perpendicularity''. By extension, orthogonality is also used to refer to the separation of specific features of a system. The term also has specialized meanings in ...
orientation matrix, ''Z'' is a diagonal concentration matrix, and _F_(\cdot;\cdot,\cdot) is a confluent hypergeometric function of matrix argument. The matrices ''M'' and ''Z'' are the result of
diagonalizing In linear algebra, a square matrix A is called diagonalizable or non-defective if it is similar to a diagonal matrix, i.e., if there exists an invertible matrix P and a diagonal matrix D such that or equivalently (Such D are not unique. ...
the positive-definite covariance matrix of the
Gaussian distribution In statistics, a normal distribution or Gaussian distribution is a type of continuous probability distribution for a real-valued random variable. The general form of its probability density function is : f(x) = \frac e^ The parameter \mu i ...
that underlies the Bingham distribution.


See also

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Directional statistics Directional statistics (also circular statistics or spherical statistics) is the subdiscipline of statistics that deals with directions (unit vectors in Euclidean space, R''n''), axes ( lines through the origin in R''n'') or rotations in R''n''. M ...
*
von Mises–Fisher distribution In directional statistics, the von Mises–Fisher distribution (named after Richard von Mises and Ronald Fisher), is a probability distribution on the (p-1)-sphere in \mathbb^. If p=2 the distribution reduces to the von Mises distribution on the c ...
*
Kent distribution In directional statistics, the Kent distribution, also known as the 5-parameter Fisher–Bingham distribution (named after John T. Kent, Ronald Fisher, and Christopher Bingham), is a probability distribution on the unit sphere (2-sphere ''S''2 in ...


References

{{ProbDistributions, directional Directional statistics Continuous distributions