A characterization for each spherical (symmetric) distribution is presented. Moreover, a representation as a scale mixture of the Pearson type II distribution is obtained. Some extensions to the multivariate case are also considered.
โฆ LIBER โฆ
Characterizations of some subclasses of spherical distributions
โ Scribed by Jia-Juan Liang; Peter M. Bentler
- Publisher
- Elsevier Science
- Year
- 1998
- Tongue
- English
- Weight
- 419 KB
- Volume
- 40
- Category
- Article
- ISSN
- 0167-7152
No coin nor oath required. For personal study only.
โฆ Synopsis
Three types of characterizations for two subclasses of spherical distributions are presented. Within the class of spherical distributions, we prove that the symmetric Kotz-type distributions (under some restricted parameters) and the symmetric Pearson-type II distributions are characterized by certain marginal and conditional distributions, and the distributions of some quadratic forms, respectively.
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