Location change in marginal distributions of linear functions of random vectors

Suppose X and Y are n - 1 random vectors such that l'X + f(l) and l'Y have the same marginal distribution for all n - 1 real vectors l and some real valued function f(l), and the existence of expectations of X and Y is not necessary. Under these conditions it is proven that there exists a vector M such that f(l) = l'M and X + M and Y have the same joint distribution. This result is extended to Banach-space valued random vectors.

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Year of publication:	1975
Authors:	Ghosh, J. K. ; Ghosh, P. K.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 5.1975, 3, p. 294-299
Publisher:	Elsevier
Keywords:	symmetrical distribution "wrapping up" technique characteristic functional B-topology weak star topology reflexive separable strong dual

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

Persistent link: https://www.econbiz.de/10005006595