A characterization of multivariate l1-norm symmetric distributions

Bi-Qi Fang and Kai-Tai Fang

Statistics & Probability Letters, 1989, vol. 7, issue 4, 297-299

Abstract: Let z be an n x 1 interchangeable random vector and z(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] z(n) be its order statistics. Let ui = (n - i + 1) x (z(i) - z(i - 1))i = 1, ... n, with z(0) = 0 and U = (u1,...,Un)'. The main result is that z = u iff z is a multivariate l1-norm symmetric distribution.

Keywords: multivariate; l1-norm; symmetric; distribution; normalized; spacing; order; statistics; survival; function (search for similar items in EconPapers)
Date: 1989
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