Geometric Generalization of the Exponential Law
For the multivariate l1-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.
Year of publication: |
2002
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Authors: | Henschel, V. ; Richter, W. -D. |
Published in: |
Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 81.2002, 2, p. 189-204
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Publisher: |
Elsevier |
Keywords: | exponential distributions l1-norm symmetric distributions modified t-test F-distribution simplicially contoured distributions intersection percentage function |
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