Location change in marginal distributions of linear functions of random vectors |
| |
Authors: | JK Ghosh PK Ghosh |
| |
Institution: | 1. Indian Statistical Institute, India;1. University of Maryland, USA;2. Federal City College, Washington, D.C., USA |
| |
Abstract: | 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. |
| |
Keywords: | 62H10 symmetrical distribution “wrapping up” technique characteristic functional weak star topology reflexive separable strong dual |
本文献已被 ScienceDirect 等数据库收录! |