A characterization of multivariate \(l_ 1\)-norm symmetric distributions (Q1117637)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A characterization of multivariate \(l_ 1\)-norm symmetric distributions |
scientific article |
Statements
A characterization of multivariate \(l_ 1\)-norm symmetric distributions (English)
0 references
1989
0 references
Let z be an \(n\times 1\) interchangeable random vector and \(z_{(1)}\leq...\leq z_{(n)}\) be its order statistics. Let \[ u_ i=(n- i+1)(z_{(i)}-z_{(i-1)}),\quad i=1,...,n,\quad with\quad z_{(0)}=0 \] and \(u=(u_ 1,...,u_ n)'\). The main result is that \(z=^{d}u\) iff z is a multivariate \(\ell_ 1\)-norm symmetric distribution.
0 references
multivariate \(\ell 1\)-norm symmetric distribution
0 references
normalized spacing
0 references
survival function
0 references
interchangeable random vector
0 references
order statistics
0 references