Article ID Journal Published Year Pages File Type
10525795 Statistics & Probability Letters 2013 9 Pages PDF
Abstract
On exploiting a geometric measure representation for the maximum distribution, we show that the density of the maximum of the components of a l2,p-symmetrically distributed random vector satisfies the definition of a skewed l1,p-symmetric distribution.
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Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Preview
Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions
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