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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)

Author

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  • Jamalizadeh, Ahad
  • Balakrishnan, N.

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.

Suggested Citation

  • Jamalizadeh, Ahad & Balakrishnan, N., 2013. "A note on “Maximum distributions for l2,p-symmetric vectors are skewed l1,p-symmetric distributions” by Batún-Cutz et al. (2013)," Statistics & Probability Letters, Elsevier, vol. 83(11), pages 2522-2523.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:11:p:2522-2523
    DOI: 10.1016/j.spl.2013.07.015
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