Title of article :
Characterization of the p-generalized normal distribution
Author/Authors :
Sinz، نويسنده , , Fabian and Gerwinn، نويسنده , , Sebastian and Bethge، نويسنده , , Matthias، نويسنده ,
Issue Information :
دوفصلنامه با شماره پیاپی سال 2009
Abstract :
It is a well known fact that invariance under the orthogonal group and marginal independence uniquely characterizes the isotropic normal distribution. Here, a similar characterization is provided for the more general class of differentiable bounded L p -spherically symmetric distributions: Every factorial distribution in this class is necessarily p -generalized normal.
Keywords :
characterization , Generalized normal distribution , Exponential power distribution , L p -spherically symmetric distributions , 62E10
Journal title :
Journal of Multivariate Analysis
Journal title :
Journal of Multivariate Analysis