Results 221 to 230 of about 175,776 (260)

Posterior variance for quadratic natural exponential families

Statistics and Probability Letters, 2001
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Denys Pommeret
exaly   +2 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
exaly   +2 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.
exaly   +4 more sources

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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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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Conditional natural exponential families

Statistics & Probability Letters, 2006
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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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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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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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Natural exponential families of probability distributions and exponential-polynomial approximation

Applied Mathematics and Computation, 1993
A Dirichlet polynomial in a finite linear combination of the functions \(e^{\lambda_ k x}, e^{\lambda_ k x},\dots, x^{m_ k-1} e^{\lambda_ k x}\), \(k=1,2,3,\dots\), where \(\{\lambda_ k\}\) is a sequence of complex numbers and \(\{m_ k\}\) is a sequence of positive integers. The authors [Appl. Math. Comput. 53, No.
Martin, Clyde, Shubov, Victor
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