Exponential family, Advanced Statistics

A family of the probability distributions of the form given as

1399_exponenial family.png 
here θ is the parameter and a, b, c, d are the known functions. It includes the gamma distribution, normal distribution, binomial distribution and Poisson distribution as special cases. The binomial distribution, for instance, it  can be written in the form above as follows:


142_exponenial family1.png

 

 

Posted Date: 7/27/2012 7:02:56 AM | Location : United States







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