Status | 已发表Published |
Title | A stochastic representation for the lp-norm symmetric distribution and its applications |
Creator | |
Date Issued | 2017 |
Source Publication | Communications in Statistics: Simulation and Computation
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ISSN | 0361-0918 |
Volume | 46Issue:8Pages:6011-6018 |
Abstract | The family of lp-norm symmetric distributions was proposed by Yue and Ma and is a natural generalization to the family of l1-norm symmetric distributions studied by Fang et al. In this article, we propose a stochastic representation for the lp-norm symmetric distribution for any constant p > 0. The stochastic representation is expressed through independent and identically distributed uniform U(0, 1) random variables. It is illustrated that the stochastic representation can be applied to statistical simulation and uniform experimental design. © 2017 Taylor & Francis Group, LLC. |
Keyword | lp-norm symmetric distribution Statistical simulation Stochastic representation Uniform design |
DOI | 10.1080/03610918.2016.1188207 |
Language | 英语English |
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Cited Times [WOS]:0
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Document Type | Journal article |
Identifier | http://repository.uic.edu.cn/handle/39GCC9TT/3347 |
Collection | Research outside affiliated institution |
Affiliation | 1.University of New Haven, College of Business, West Haven, United States 2.Department of Statistics and Actuarial Science, The University of Hong Kong, Pokfulam Road, Hong Kong |
Recommended Citation GB/T 7714 | Liang, Jiajuan,Ng, Kaiwang,Tian, Guoliang. A stochastic representation for the lp-norm symmetric distribution and its applications[J]. Communications in Statistics: Simulation and Computation, 2017, 46(8): 6011-6018. |
APA | Liang, Jiajuan, Ng, Kaiwang, & Tian, Guoliang. (2017). A stochastic representation for the lp-norm symmetric distribution and its applications. Communications in Statistics: Simulation and Computation, 46(8), 6011-6018. |
MLA | Liang, Jiajuan,et al."A stochastic representation for the lp-norm symmetric distribution and its applications". Communications in Statistics: Simulation and Computation 46.8(2017): 6011-6018. |
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