L-p-norm spherical distribution

被引:46
作者
Gupta, AK
Song, D
机构
[1] BOWLING GREEN STATE UNIV,DEPT MATH & STAT,BOWLING GREEN,OH 43403
[2] OHIO NO UNIV,ADA,OH 45810
关键词
stochastic representation; density function; marginal and conditional distributions; moments; invariance;
D O I
10.1016/S0378-3758(96)00129-2
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
In this paper, the spherical distribution is generalized to the L-p-norm spherical distribution, S(n,p), through the stochastic representation. Then the form of its p.d.f. characterizing the S(n, p) distribution is derived. Marginal, conditional distributions and the moments of S(n, p) distribution are obtained. The order statistics and the invariance property of S(n, p) distribution are also investigated.
引用
收藏
页码:241 / 260
页数:20
相关论文
共 16 条
  • [11] GUPTA AK, 1994, RANDOM OPER STOCHAST, V2, P1
  • [12] Hille Einar, 1957, Functional analysis and semigroups, V31
  • [13] KELKER D, 1970, SANKHYA SER A, V32, P419
  • [14] LBI TESTS FOR MULTIVARIATE NORMALITY IN EXPONENTIAL POWER DISTRIBUTIONS
    KUWANA, Y
    KARIYA, T
    [J]. JOURNAL OF MULTIVARIATE ANALYSIS, 1991, 39 (01) : 117 - 134
  • [15] OSIEWALSKI J, 1993, BIOMETRIKA, V80, P456, DOI 10.1093/biomet/80.2.456
  • [16] SONG D, 1996, IN PRESS P AM MATH S