Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1147099 | Journal of Multivariate Analysis | 2009 | 4 Pages |
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 LpLp-spherically symmetric distributions: Every factorial distribution in this class is necessarily pp-generalized normal.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Fabian Sinz, Sebastian Gerwinn, Matthias Bethge,