Journal
JOURNAL OF MULTIVARIATE ANALYSIS
Volume 100, Issue 5, Pages 817-820Publisher
ELSEVIER INC
DOI: 10.1016/j.jmva.2008.07.006
Keywords
Characterization; Generalized normal distribution; Exponential power distribution; L-p-spherically symmetric distributions
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It is a well known fact that invariance under the orthogonal group and marginal independence uniquely characterizes the isotropic normal distribution. Here, a similar characterization is provided for the more general class of differentiable bounded L,spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal. (C) 2008 Elsevier Inc. All rights reserved.
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