Abstract

ABSTRACTThe 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.

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