About: Projected normal distribution

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Probability distribution of the projection of a multivariate normal random variable over the unit n-sphere

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  • probability distribution of the projection of a multivariate normal random variable over the unit n-sphere (en)
dbp:name
  • Projected normal distribution (en)
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  • complicated, see text (en)
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  • (en)
  • Unit n-sphere, with angular or Cartesian coordinates: (en)
dbp:type
  • density (en)
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  • Projected normal distribution (en)
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