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scientific article; zbMATH DE number 1234525
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    scientific article; zbMATH DE number 1234525

      Statements

      3 October 2000
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      characterizations
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      stochastic representation
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      factorizations
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      survival function
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      The author considers a class of distributions (and measures) on \(\mathbb{R}^p\) which are symmetric with respect to the \(\ell_1\)-norm (that is, \(\forall x=(x_1,x_2, \dots, x_n)\in \mathbb{R}^p\), \(\|x\|_1= \sum^p_{i=1} |x_i|)\). First the author is concerned with the construction of the uniform measure on the unit \(\ell_1\)-sphere \(S=\{x\in \mathbb{R}^p\mid \|x \|=1\}\). Then an \(\ell_1\)-symmetric measure is defined as a mixture of uniform distributions on the \(\ell_1\)-sphere of radius \(r\) centered at the origin. The author derives some characterizations of these distributions such as stochastic representation, and factorizations of the density and of what the author calls survival function. Furthermore, the marginal and some conditional distributions are also given. Unlike the spherical case, the characteristic function does not depend on the \(\ell_1\)-norm; however, the so called survival function does.
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