Characterization of the p-generalized normal distribution

Fabian Sinz, Sebastian Gerwinn and Matthias Bethge

Journal of Multivariate Analysis, 2009, vol. 100, issue 5, 817-820

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 Lp-spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal.

Keywords: 62E10; Characterization; Generalized; normal; distribution; Exponential; power; distribution; Lp-spherically; symmetric; distributions (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (3)

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