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Location change in marginal distributions of linear functions of random vectors

Author

Listed:
  • Ghosh, J. K.
  • Ghosh, P. K.

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.

Suggested Citation

  • Ghosh, J. K. & Ghosh, P. K., 1975. "Location change in marginal distributions of linear functions of random vectors," Journal of Multivariate Analysis, Elsevier, vol. 5(3), pages 294-299, September.
    • Handle: RePEc:eee:jmvana:v:5:y:1975:i:3:p:294-299
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