Characterization of the p-generalized normal distribution |
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Authors: | Fabian Sinz Sebastian Gerwinn |
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Institution: | Max Planck Institute for Biological Cybernetics, Spemannstraße 41, 72076 Tübingen, Germany |
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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 Lp-spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal. |
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Keywords: | 62E10 |
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