A characterization of multivariate l1-norm symmetric distributions

Let z be an n x 1 interchangeable random vector and z(1) [less-than-or-equals, slant] ... [less-than-or-equals, slant] z(n) be its order statistics. Let ui = (n - i + 1) x (z(i) - z(i - 1))i = 1, ... n, with z(0) = 0 and U = (u1,...,Un)'. The main result is that z = u iff z is a multivariate l1-norm symmetric distribution.

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Year of publication:	1989
Authors:	Fang, Bi-Qi ; Fang, Kai-Tai
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 7.1989, 4, p. 297-299
Publisher:	Elsevier
Keywords:	multivariate l1-norm symmetric distribution normalized spacing order statistics survival function

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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