We describe the Lorentz space $L(p, r), 0 < r < p, p > 1$, in terms of Orlicz type classes of functions L . As a consequence of this result it follows that Steins characterization of the real functions on $R^n$ that are differentiable at almost all the points in $R^n$, is equivalent to the earlier characterization of those functions given by A. P. Calderon.