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I was reading this post Scalar product of random unit vectors and I cannot understand how the density is obtained. We start by stating that $X$ and $X'$ are uniformly distributed on the sphere — which is equivalent to saying $\cos(\phi) \sim \mathcal{U}(-1,1)$ and $\gamma \sim \mathcal{U}(0, 2\pi)$ — but then user @IosifPinelis says that $X$ has the same distribution as a standard normal vector normalized to unit length. Shouldn't it be uniform on the sphere? Also, the user sets $X' = (1, 0, \ldots, 0)$.

After that, the probability density function (PDF) is given by $$ f_R(r) = \frac{\Gamma\left(\frac{d}{2}\right)}{\sqrt{\pi}\, \Gamma\left(\frac{d-1}{2}\right)} \left(1 - r^2\right)^{\frac{d-3}{2}} \mathbf{1}_{\{|r|<1\}}, $$ where $r = X \cdot X'$.

Then, @GinPat states that the PDF of the angle $\alpha = \arccos(X \cdot X')$ can be written as $$ f(\alpha) = C(d) \sin^{d-2}(\alpha) \, \mathbf{1}_{\{0 < \alpha < \pi\}}, $$ for some normalization constant $C(d)$ given by the change of variables.

I do not understand how these expressions are derived, and particularly how setting $X' = (1, 0, \ldots, 0)$ does not cause any loss of generality in the result.

Could anyone help me clarify these points? If this question is not appropriate here, I may consider posting it on Math Stack Exchange.

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    $\begingroup$ One way to think about $X’=(1,0,\dots,0)$ is the following. $r=X\cdot X’$ is coordinate invariant so one can sample $X,X’$ then fix whichever coordinate system is convenient. $\endgroup$ Commented Jul 5 at 16:26
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    $\begingroup$ To answer your first question, a standard normal distribution is spherically symmetric, so normalizing to unit length produces a uniform distribution on the unit sphere. Convenient! $\endgroup$ Commented Jul 5 at 21:44
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    $\begingroup$ (i) There no $X′$ in that answer that is uniformly distributed on the sphere. (ii) "Shouldn't it be uniform on the sphere?" -- What do you mean by "it" here? $\endgroup$ Commented Jul 6 at 1:40
  • $\begingroup$ Why is there no $X'$ uniformly distributed on the sphere? The question on the original post says “What is the distribution of their dot product $X \cdot X′$ in the following cases:   $X$, $X′$ independent with uniform distribution on the sphere $S^{d-1}$” So I thought that the PDF was general. But maybe $X’$ reduces to $(1,\dots,0)$ using the hint provided by Tisdell. Sorry, by “it” I meant $X$, but then again the reply by Martin helped clarify that. What I am still missing is how to derive the PDF of $X \cdot X'$ for uniformly generated $X$ and $X'$ on the sphere $S^{d-1}$. $\endgroup$ Commented Jul 6 at 6:32
  • $\begingroup$ @RKerr : Which of the steps in that answer are unclear to you? Start with the first one of those steps. $\endgroup$ Commented Jul 6 at 11:47

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