The Probability Density Function of a Transformationbased Hyperellipsoid Sampling Technique
Abstract
Sun and Farooq [2] showed that random samples can be efficiently drawn from an arbitrary ndimensional hyperellipsoid by transforming samples drawn randomly from the unit nball. They stated that it was a straightforward to show that, given a uniform distribution over the nball, the transformation results in a uniform distribution over the hyperellipsoid, but did not present a full proof. This technical note presents such a proof.
 Publication:

arXiv eprints
 Pub Date:
 April 2014
 arXiv:
 arXiv:1404.1347
 Bibcode:
 2014arXiv1404.1347G
 Keywords:

 Mathematics  Statistics Theory
 EPrint:
 4 pages