Characterization of the p-generalized normal distribution
Abstract
It is a well known fact that invariance under the orthogonal group and marginal independence uniquely characterizes the isotropic normal distribution. Here, a similar characterization is provided for the more general class of differentiable bounded Lp-spherically symmetric distributions: Every factorial distribution in this class is necessarily p-generalized normal.
Matthias Bethge
Professor for Computational Neuroscience and Machine Learning & Director of the Tübingen AI Center
Matthias Bethge is Professor for Computational Neuroscience and Machine Learning at the University of Tübingen and director of the Tübingen AI Center, a joint center between Tübingen University and MPI for Intelligent Systems that is part of the German AI strategy.