Some families of mutivariate symmetric distributions related to exponential distribution

Kai-Tai Fang and Bi-Qi Fang

Journal of Multivariate Analysis, 1988, vol. 24, issue 1, 109-122

Abstract: This paper introduces a family of multivariate symmetric distributions, which includes the one with i.i.d. exponential components as its special member. This family, denoted by Fn, is defined as scale mixtures of the uniform distribution on the surface of the l1 unit sphere and studied from several aspects such as distribution functions, probability density functions, marginal and conditional distributions and components' independence. A more general family Tn in which the survival functions are functions in l1 norm and an important subset Dn,[infinity] of scale mixtures of random vector with i.i.d. exponential components are also discussed. The relationships among these three families and some applications are given.

Keywords: Complete; monotone; function; exponential; distribution; marginal; distribution; multivariate; symmetric; distribution; n-times; monotone; function; uniform; distribution (search for similar items in EconPapers)
Date: 1988
References: Add references at CitEc
Citations: View citations in EconPapers (10)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0047-259X(88)90105-4
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:jmvana:v:24:y:1988:i:1:p:109-122

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Journal of Multivariate Analysis is currently edited by de Leeuw, J.

More articles in Journal of Multivariate Analysis from Elsevier
Bibliographic data for series maintained by Catherine Liu ().