Correcting remarks on "characterization of normality within the class of elliptical contoured distributions"
Let x have a spherical distribution (SD), with characteristic function [phi](t't), t [epsilon] Tp, to be denoted by x [approximate] Sp([phi]). Let x'Ax be a quadratic form, with A = A'. A correction is given to Theorem 1 in Khatri and Mukerjee (1987), wrongly asserting that if Q = x'Ax is chi-square distributed with r degrees of freedom ([chi]2r), then x is necessarily normal and r = Rank(A), the rank of A. A related characterization of the gamma-type SD (1.1) by a gamma-distributed Q is also given.
Year of publication: |
1991
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Authors: | Cacoullos, T. ; Khatri, C. G. |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 11.1991, 6, p. 551-552
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Publisher: |
Elsevier |
Keywords: | Spherical distributions quadratic form [chi]2-characterization of normality |
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