In Problem 4.30, when u is also a parameter, show that it satisfies the exponential dispersion family

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In Problem 4.30, when u is also a parameter, show that it satisfies the exponential dispersion family (4.14).


Data from Prob. 4.30:

Show the normal distribution N(µ, σ2) with fixed σ satisfies family (4.1), and identify the components. Formulate the ordinary regression model as a GLM.

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