Some families of multivariate symmetric distributions related to exponential distribution
type: Item
instance of: scholarly article
title: Some families of multivariate symmetric distributions related to exponential distribution
zbMATH Open document ID: 0635.62035
DOI: 10.1016/0047-259X(88)90105-4
published in: Journal of Multivariate Analysis
publication date: 1988-01-01T00:00:00Z
review text: This paper introduces a family of multivariate symmetric distributions, which includes the one with i.i.d. exponential components as its special member. This family, denoted by \(F_ n\), is defined as scale mixtures of the uniform distribution on the surface of the \(l_ 1\) unit sphere and studied from several aspects such as distribution functions, probability density functions, marginal and conditional distributions and components' independence. A more general family \(T_ n\) in which the survival functions are functions in \(l_ 1\) norm and an important subset \(D_{n,\infty}\) of scale mixtures of random vectors with i.i.d. exponential components are also discussed. The relationships among these three families and some applications are given.
Mathematics Subject Classification ID: 62H05
Mathematics Subject Classification ID: 62H10
zbMATH DE Number: 4034872
zbMATH Keywords: complete monotone function
zbMATH Keywords: exponential distribution
zbMATH Keywords: marginal distribution
zbMATH Keywords: n-times monotone function
zbMATH Keywords: multivariate symmetric distributions
zbMATH Keywords: exponential components
zbMATH Keywords: scale mixtures of the uniform distribution
zbMATH Keywords: unit sphere
zbMATH Keywords: conditional distributions
zbMATH Keywords: components' independence
zbMATH Keywords: survival functions
author: Kai-Tai Fang
author: Bi Qi Fang
MaRDI profile type: Publication
cites work: Q3805613
cites work: On the theory of elliptically contoured distributions
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cites work: Elliptically Symmetric Distributions: A Review and Bibliography
cites work: On the projections of isotropic distributions
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full work available at URL: 0047-259x(88)90105-4
OpenAlex ID: W2063764977
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description: scientific article; zbMATH DE number 4034872