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Lp-norm spherical distribution
Authors:A.K. Gupta   D. Song
Affiliation:

a Department of Mathematics and Statistics, Bowling Green State University, Bowling Green, OH 43403-0221, USA

b Ohio Northern University, Ada, OH 45810, USA

Abstract:In this paper, the spherical distribution is generalized to the Lp-norm spherical distribution, S(n, p), through the stochastic representation. Then the form of its p.d.f. characterizing the S(n, p) distribution is derived. Marginal, conditional distributions and the moments of S(n, p) distribution are obtained. The order statistics and the invariance property of S(n,p) distribution are also investigated.
Keywords:Stochastic representation   Density function   Marginal and conditional distributions   Moments   Invariance
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