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Angular distribution 1 Component ratios distribution 1 Multivariate Cauchy 1 Spherical symmetry 1 t-statistics 1
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Cacoullos, T. 1
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Journal of Multivariate Analysis 1
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Polar angle tangent vectors follow Cauchy distributions under spherical symmetry
Cacoullos, T. - In: Journal of Multivariate Analysis 128 (2014) C, pp. 147-153
Let X=(X1,…,Xn)′ follow a spherically or elliptically symmetric distribution centered at zero, and Yi=Xi+1/X1, Y=(Y1,…,Yn−1)′. It is shown that under spherical symmetry Y has a symmetric Cauchy distribution and under elliptical symmetry a general Cauchy distribution. Geometrically, Y...
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