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Statistical Modelling by Exponential Families

, 2019
This book is a readable, digestible introduction to exponential families, encompassing statistical models based on the most useful distributions in statistical theory, including the normal, gamma, binomial, Poisson, and negative binomial.
R. Sundberg
semanticscholar   +1 more source

Simulation in exponential families

ACM Transactions on Modeling and Computer Simulation, 1999
An acceptance-rejection algorithm for the simulation of random variables in statistical exponential families is described. This algorithm does not require any prior knowledge of the family, except sufficient stati stics and the value of the parameter. It allows simulation from many members of the exponential family.
Philippe Barbe, Michel Broniatowski
openaire   +2 more sources

‘Exponential mixtures and quadratic exponential families’

Biometrika, 1994
Correlated responses are common in many fields of application such as time series, spatial statistics and longitudinal studies. In medical statistics and in epidemiological studies, correlation can arise because of cluster sampling. Individuals in a cluster have in common unobserved traits, either genetic or environmental, as a result of which their ...
openaire   +2 more sources

Conjugate Exponential Family Priors For Exponential Family Likelihoods

Statistics, 1993
General classes of conjugate exponential family priors are identified for exponential family likelihoods. Both joint and conditional specification of the priors are discussed. The normal and inverse Gaussian cases provide illustrations.
Barry C. Arnold   +2 more
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On an exponential family

Series Statistics, 1979
This paper considers a generalization of the exponential type distributions in the class of exponential families. A characterization and a method of generating an exponential family from a given family are given. In particular the generalized gamma, the generalized Poisson, the inverse Gaussian distributions belonging to this family are discussed.
Jain, G. C., Khan, M. S. H.
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Family of Exponentiated Exponential Distribution

2015
As was mentioned, in Chap. 1, that Gompertz (1825) raised the extreme value distribution to a positive parameter. Verhulst (1847) introduced the following CDF of a random variable X.
Essam K. AL-Hussaini   +1 more
openaire   +1 more source

HAIRS FOR THE COMPLEX EXPONENTIAL FAMILY

International Journal of Bifurcation and Chaos, 1999
In this paper we consider both the dynamical and parameter planes for the complex exponential family Eλ(z)=λez where the parameter λ is complex. We show that there are infinitely many curves or "hairs" in the dynamical plane that contain points whose orbits under Eλ tend to infinity and hence are in the Julia set.
Bodelón, Clara   +5 more
openaire   +2 more sources

Stability for Multivariate Exponential Families

Journal of Mathematical Sciences, 2001
Let \(E\) be a Euclidean space, let \(Z :\Omega\to E\) be a nondegenerate random vector, and suppose there is an open convex set \(D\subset E\) such that \(P(Z\in \overline{D}) = 1\). If \(\mu\) is the distribution of \(Z\), define measures \(\mu_\lambda\) by \(d\mu_\lambda(x) = e^{\lambda x}d\mu(x)\), \(x\in E\), for any \(\lambda\) in the dual space \
Balkema, A. A.   +2 more
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A note on overdispersed exponential families

Biometrika, 1990
Abstract : The issue of creating overdispersion in a given one parameter one dimensional exponential family, by extending it to a two parameter exponential family with the same support, is considered. An easily verifiable sufficient condition for this is derived.
A. E. Gelfand, S. R. Dalal
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Laplace Exponential Family PCA

2018
Considering numerous types of data, this paper discusses application of PCA to exponential family distributions. Reviewing the probabilistic basis of PCA, we propose a model using Laplace approximation, which was widely used in classification context, Laplace exponential family PCA (LePCA).
Fangqi Li 0001, Xudie Ren
openaire   +1 more source

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