One characterization of symmetry |
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Authors: | NG Ushakov |
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Institution: | Department of Mathematical Sciences, Norwegian University of Science and Technology, N-7491 Trondheim, Norway |
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Abstract: | In this note we present one characterization of symmetry of probability distributions in Euclidean spaces which is formulated as follows. Let X and Y be independent and identically distributed random elements in a separable Euclidean space E. If Eeh|X|<∞, h>0, then the distribution of X is symmetric if and only if E|(X−Y,t)|p=E|(X+Y,t)|p for some 0<p<2 and for any t∈E. The criterion is not correct when at least one of the conditions 0<p<2 or Eeh|X|<∞ breaks. |
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Keywords: | Symmetric distribution Multivariate symmetry |
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