Radial and directional parts of a random vector (Q1096285)
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scientific article; zbMATH DE number 4030729
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| English | Radial and directional parts of a random vector |
scientific article; zbMATH DE number 4030729 |
Statements
Radial and directional parts of a random vector (English)
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1988
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Let X be a random vector on \({\mathbb{R}}^ d\) and let \(R=| X|\) and for \(R\neq 0\) let \(W=X/R\). Necessary and sufficient conditions are given for R and W to be independent. If X has a non-singular normal distribution we show that the following three conditions are equivalent. (i) the components of X are independent and identically distributed with 0 means and positive variances. (ii) W is uniformly distributed on the unit sphere. (iii) R and W are independent.
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isotropic distribution
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spherical distribution
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characterization
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Necessary and sufficient conditions
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non-singular normal distribution
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uniformly distributed
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unit sphere
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independent
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0.8854405
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0.8749651
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0.83783317
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0.82842535
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0.8270873
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0.81778276
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