Let F be a multivariate Laplace distribution for which f(x; θ, Σ) = const. exp(kx − θkΣ). Show that F is elliptically symmetric. Here also, work out the case where Σ is of rank q Show that for...

Let F be a multivariate Laplace distribution for which f(x; θ, Σ) = const. exp(kx − θkΣ). Show that F is elliptically symmetric. Here also, work out the case where Σ is of rank q

Show that for arbitrary Σ, the distributions in all the preceding problems may not belong to the spherically symmetric family.