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Autor:innen: 
Erscheinungsjahr: 
2022
Schriftenreihe/Nr.: 
Working Paper No. 419
Verlag: 
University of Zurich, Department of Economics, Zurich
Zusammenfassung: 
This paper studies random vectors X featuring symmetric distributions in that i) the order of the random variables in X does not affect its distribution, or ii) the distribution of X is symmetric at zero. We derive a number of characterization results for such random vectors, thereby connecting the distributional symmetry to various notions of how (Euclidean) functions have been regarded as symmetric. In addition, we present results about the marginals and conditionals of symmetrically distributed random vectors, and apply some of our results to various transformations of random vectors, e.g., to sums or products of random variables, or in context of a choice probability system known from economic models of discrete choice.
Schlagwörter: 
Symmetric Distributions
Symmetric Random Vectors
Symmetric Random Variables
Symmetric Functions
Choice Probability System
Persistent Identifier der Erstveröffentlichung: 
Dokumentart: 
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