Geometric Generalization of the Exponential Law

V. Henschel and W. -D. Richter

Journal of Multivariate Analysis, 2002, vol. 81, issue 2, 189-204

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; l1-norm; symmetric; distributions; modified; t-test; F-distribution; simplicially; contoured; distributions; intersection; percentage; function (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (4)

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