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Characterization of the p-Generalized Normal Distribution

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http://pubman.mpdl.mpg.de/cone/persons/resource/persons84226

Sinz,  FH
Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83931

Gerwinn,  S
Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society;
Department Empirical Inference, Max Planck Institute for Biological Cybernetics, Max Planck Society;

http://pubman.mpdl.mpg.de/cone/persons/resource/persons83805

Bethge,  M
Research Group Computational Vision and Neuroscience, Max Planck Institute for Biological Cybernetics, Max Planck Society;

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Citation

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.


Cite as: http://hdl.handle.net/11858/00-001M-0000-0013-C4CD-C
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.