Title of article :
Geometric Generalization of the Exponential Law
Author/Authors :
Henschel، نويسنده , , Pedro V. and Richter، نويسنده , , W.-D.، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2002
Pages :
16
From page :
189
To page :
204
Abstract :
For the multivariate ℓ1-norm symmetric distributions, which are generalizations of the n-dimensional exponential distribution with independent marginals, a geometric representation formula is given, together with some of its basic properties. This formula can especially be applied to a new developed and statistically well motivated system of sets. From that the distribution of a t-statistic adapted for the two-parameter exponential distribution and its generalizations is determined. Asymptotic normality of this adapted t-statistic is shown under certain conditions.
Keywords :
exponential distributions , F-distribution , simplicially contoured distributions , ?1-norm symmetric distributions , intersection percentage function , modified t-test
Journal title :
Journal of Multivariate Analysis
Serial Year :
2002
Journal title :
Journal of Multivariate Analysis
Record number :
1557778
Link To Document :
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