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  Characterization of the p-Generalized Normal Distribution

Sinz, F., Gerwinn, S., & Bethge, M. (2009). Characterization of the p-Generalized Normal Distribution. Journal of Multivariate Analysis, 100(5), 817-820. doi:10.1016/j.jmva.2008.07.006.

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Sinz, FH1, Author           
Gerwinn, S1, 2, Author           
Bethge, M1, Author           
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1Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497805              
2Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society, ou_1497795              

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 Abstract: 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_p-spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal.

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 Dates: 2009-05
 Publication Status: Issued
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Title: Journal of Multivariate Analysis
Source Genre: Journal
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Pages: - Volume / Issue: 100 (5) Sequence Number: - Start / End Page: 817 - 820 Identifier: -