Results 191 to 200 of about 212,411 (244)

Cuts in Natural Exponential Families

Theory of Probability and Its Applications, 1996
The concept of cuts [\textit{O. E. Barndorff-Nielsen}, Exponential families and conditioning. Sc. D. Thesis, Univ. Copenhagen (1973; Zbl 0297.62001)], which is intimately connected to the concepts of \(S\)-ancillarity and \(S\)-sufficiency, has been studied in the context of general exponential families.
O E Barndorff-Nielsen
exaly   +5 more sources

Orthogonal polynomials and natural exponential families

Test, 1996
There exist several different characterizations of the class of quadratic natural exponential families onR, two of which use orthogonal polynomials. In Feinsilver (1986), the polynomials result from the derivation of the probability densities while Meixner (1934) adopts an exponential generating function.
Denys Pommeret
exaly   +3 more sources

The Lindsay transform of natural exponential families

Canadian Journal of Statistics, 1994
AbstractLet μ be an infinitely divisible positive measure on R. If the measure ρμ is such that x‐2[ρμ(dx)—ρμ({0})δ0(dx)] is the Lévy measure associated with μ and is infinitely divisible, we consider for all positive reals α and β the measure Tα,β(μ) which is the convolution of μ*α and ρμ*β.
C. Kokonendji, V. Seshadri
exaly   +3 more sources

Finite mixtures of natural exponential families

Canadian Journal of Statistics, 1991
Let μ be a positive measure concentrated on R+ generating a natural exponential family (NEF) F with quadratic variance function VF(m), m being the mean parameter of F. It is shown that v(dx) = (γ+x)μ(γ ≥ 0) (γ ≥ 0) generates a NEF G whose variance function is of the form l(m)Δ+cΔ(m), where l(m) is an affine function of m, Δ(m) is a polynomial in m (the
V. Seshadri
exaly   +3 more sources

Parameterizations for Natural Exponential Families with Quadratic Variance Functions

Journal of the American Statistical Association, 1994
Abstract Parameterizations for natural exponential families (NEF's) with quadratic variance functions (QVF's) are compared according to the nearness to normality of the likelihood and posterior distribution. Nonnormality of the likelihood (posterior) is measured using two criteria.
Elizabeth H Slate
exaly   +5 more sources

Predictive fit for natural exponential families

Biometrika, 1989
The basic problem considered is where the observed data are all realizations of a random variable X and some probability statement about a future variable from the same distribution is desired. The paper examines such predictions with regard to a particular measure of prediction fit, the average Kullback-Leibler divergence between distributions.
I. Harris
semanticscholar   +3 more sources

A note on natural exponential families with cuts

Statistics & Probability Letters, 2003
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
S. Bar-Lev, D. Pommeret
semanticscholar   +3 more sources

Conjugate Parameterizations for Natural Exponential Families

Journal of the American Statistical Association, 1995
Abstract Recently, Consonni and Veronese have shown that the form of the standard conjugate distribution for the mean parameter μ of a univariate natural exponential family F coincides with that of the distribution induced on μ by the standard conjugate distribution for the canonical parameter if and only if F has a quadratic variance function. In this
E. Gutiérrez-Peña, Adrian F. M. Smith
semanticscholar   +2 more sources

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