Article ID Journal Published Year Pages File Type
1147099 Journal of Multivariate Analysis 2009 4 Pages PDF
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.

Related Topics
Physical Sciences and Engineering Mathematics Numerical Analysis
Authors
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