Location change in marginal distributions of linear functions of random vectors

J. K. Ghosh and P. K. Ghosh

Journal of Multivariate Analysis, 1975, vol. 5, issue 3, 294-299

Abstract: Suppose X and Y are n - 1 random vectors such that l'X + f(l) and l'Y have the same marginal distribution for all n - 1 real vectors l and some real valued function f(l), and the existence of expectations of X and Y is not necessary. Under these conditions it is proven that there exists a vector M such that f(l) = l'M and X + M and Y have the same joint distribution. This result is extended to Banach-space valued random vectors.

Keywords: symmetrical; distribution; "wrapping; up"; technique; characteristic; functional; B-topology; weak; star; topology; reflexive; separable; strong; dual (search for similar items in EconPapers)
Date: 1975
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