A characterization of multivariate l1-norm symmetric distributions
β Scribed by Bi-Qi Fang; Kai-Tai Fang
- Publisher
- Elsevier Science
- Year
- 1989
- Tongue
- English
- Weight
- 165 KB
- Volume
- 7
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
In this article we obtain the characteristic functions (c.f.'s) for L 1 -spherical distributions and simplify that of the L 1 -norm symmetric distributions to an expression of a finite sum. These forms of c.f.'s can be used to derive the probability density functions (p.d.f.'s) of linear combination
The construction of a distance function between probability distributions is of importance in mathematical statistics and its applications. The distance function based on the Fisher information metric has been studied by a number of statisticians, especially in the case of the multivariate normal di