Results 211 to 220 of about 5,821,170 (252)

Natural exponential families associated to Pick functions

Test, 1998
The main purpose of the paper is to study the effect of a quadratic action on some classes of natural exponential families (NEFs) and to use it for deciding on the existence of certain NEFs whose variance functions have the form of Pick functions. Section 2 considers the group \(\text{SL}(2,{\mathbf R})\) of the \(2\times 2\) (invertible) real matrices
Dhafer Malouche
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HEISENBERG–WEYL LIE ALGEBRA AND NATURAL EXPONENTIAL FAMILIES

Infinite Dimensional Analysis, Quantum Probability and Related Topics, 2007
We present in this work a specific construction of raising and lowering operators for 2-orthogonal quasi-monomial polynomials associated with continuous and discrete natural exponential families. We use these operators in order to characterize the real class of cubic natural exponential families.
exaly   +3 more sources

A note on natural exponential families with cuts

Statistics & Probability Letters, 2003
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Bar-Lev, Shaul K., Pommeret, Denys
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Laplace Approximations for Natural Exponential Families with Cuts

Scandinavian Journal of Statistics, 1998
Standard and fully exponential form Laplace approximations to marginal densities are described and conditions under which these give exact answers are investigated. A general result is obtained and is subsequently applied in the case of natural exponential families with cuts, in order to derive the marginal posterior density of the mean parameter ...
Efstathiou, M., Gutiérrez-Peña, E., Smith, A. F. M.   +2 more
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Natural exponential families and self-decomposability

Statistics & Probability Letters, 1992
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Bar-Lev, Shaul K., Bshouty, Daoud, Letac, Gérard   +2 more
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Natural Exponential Families and Umbral Calculus

1998
We use the Umbral Calculus to investigate the relation between natural exponential families and Sheffer polynomials. As a corollary, we obtain a new transparent proof of Feinsilver’s theorem which says that natural exponential families have a quadratic variance function if and only if their associated Sheffer polynomials are orthogonal.
Di Bucchianico, A., Loeb, D.E.
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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, A. F. M. Smith
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The Reconstruction of Natural Exponential Families by Their Marginals

Journal of Mathematical Sciences, 2001
Two-dimensional natural exponential families of distributions with cumulant function \(k(\theta_1,\theta_2)\) are considered. It is shown that the following relations hold \[ \begin{aligned} k(\theta_1,\theta_2) &= k_1(\theta_1+\beta_1(\theta_2))+k_2(\theta_2)- k_1(\theta_1^0+\beta_1(\theta_2))\\ &= k_2(\theta_2+\beta_2(\theta_1))+k_1(\theta_1)- k_1 ...
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Haight's distributions as a natural exponential family

Statistics & Probability Letters, 1988
In an index to the distributions of mathematical statistics, \textit{F. A. Haight} [J. Res. Nat. Bureau of Standards 65B(1), 23-60 (1961)] considers, without giving any references, the following distribution: \[ \alpha^{-1}\exp (-xe^{\alpha}\alpha^{- 1})\sum^{\infty}_{n=0}(n+1)^{n-1}(n!)^{-2}x^ n\mathbf{1}_{(0,\infty)}(x)dx\quad for\quad ...
Letac, Gérard, Seshadri, V.
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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.
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