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A note on “Maximum distributions for...
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A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)

Abstract

In a recent paper,  Batún-Cutz et al. (2013) showed that the density of the maximum of the components of a l2,p-symmetrically distributed random vector have skewed l1,p-symmetric distribution. Their proof, based on a geometric measure representation for the distribution of the maximum, is quite involved and long. Here, we present a very simple proof of their main result by using a property of the distribution of the maximum of an exchangeable bivariate random vector.

Authors

Jamalizadeh A; Balakrishnan N

Journal

Statistics & Probability Letters, Vol. 83, No. 11, pp. 2522–2523

Publisher

Elsevier

Publication Date

November 1, 2013

DOI

10.1016/j.spl.2013.07.015

ISSN

0167-7152

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