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May, 1979 Conditioning with Conic Sections in the Two-Dimensional Normal Distribution
P. Blaesild
Ann. Statist. 7(3): 659-670 (May, 1979). DOI: 10.1214/aos/1176344686


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.


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P. Blaesild. "Conditioning with Conic Sections in the Two-Dimensional Normal Distribution." Ann. Statist. 7 (3) 659 - 670, May, 1979.


Published: May, 1979
First available in Project Euclid: 12 April 2007

zbMATH: 0418.62015
MathSciNet: MR527500
Digital Object Identifier: 10.1214/aos/1176344686

Primary: 62E10

Keywords: conic section , generalized hyperbolic distribution , hyperbolic distribution , Two-dimensional normal distribution , von Mises distribution

Rights: Copyright © 1979 Institute of Mathematical Statistics

Vol.7 • No. 3 • May, 1979
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