A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)
Ahad Jamalizadeh and
N. Balakrishnan
Statistics & Probability Letters, 2013, vol. 83, issue 11, 2522-2523
Abstract:
In a recent paper, Batún-Cutz et al. (2013) showed that the density of the maximum of the components of a l2,p-symmetrically distributed random vector have skewed l1,p-symmetric distribution. Their proof, based on a geometric measure representation for the distribution of the maximum, is quite involved and long. Here, we present a very simple proof of their main result by using a property of the distribution of the maximum of an exchangeable bivariate random vector.
Keywords: l2,p-symmetric distributions; Skewed l1,p-symmetric distributions; Order statistics; Maxima; Exchangeable bivariate random vector (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:11:p:2522-2523
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DOI: 10.1016/j.spl.2013.07.015
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