Show that each of the following families of distributions is a two-parameter exponential family as defined in

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Show that each of the following families of distributions is a two-parameter exponential family as defined in Exercise 6:
a. The family of all normal distributions for which both the mean and the variance are unknown
b. The family of all gamma distributions for which both α and β are unknown
c. The family of all beta distributions for which both α and β are unknown
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Probability And Statistics

ISBN: 9780321500465

4th Edition

Authors: Morris H. DeGroot, Mark J. Schervish

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