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 ) {\displaystyle (p-1)} -sphere in R p {\displaystyle \mathbb {R} ^{p}} . If p = 2 {\displaystyle p=2} the distribution reduces to the von Mises distribution on the circle.

Source: Wikipedia — Von Mises–Fisher distribution (CC BY-SA 4.0)