Geometric generalization of the exponential law

JOURNAL OF MULTIVARIATE ANALYSIS

卷:81

Article

Henschel, V ; Richter, WD

关键词: exponential distributions;    l(1)-norm symmetric distributions;    modified t-test;    F-distribution;    simplicially contoured distributions;    intersection percentage function;   

DOI  :  10.1006/jmva.2001.2001

来源: Elsevier

【 摘 要 】

For the multivariate l(1)-norm symmetric distributions, which are generalizations of the n-dimensional exponential distribution with independent marginals, a geometric representation formula is given, together with some of its basic properties. This formula can especially be applied to a new developed and statistically well motivated system of sets. From that the distribution of a t-statistic adapted for the two-parameter exponential distribution and its generalizations is determined. Asymptotic normality of this adapted t-statistic is shown under certain conditions. (C) 2001 Elsevier Science (USA).

【 授权许可】

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