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
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