Consider thefamilyofgammadistributionswithidenticalparameters for shapeandscale,i.e.withdensities with respecttostandardLebesguemeasureon R+. a) Representthisfamilyasacurvedexponentialfamilyofdimensiononeandorder two. b) Findthelog-likelihoodfunction,scorefunction,Fisherinformation,andquad- ratic scoreforthefamily. 28-1-2/8 fs(x)= =

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Consider thefamilyofgammadistributionswithidenticalparameters for shapeandscale,i.e.withdensities

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with respecttostandardLebesguemeasureon R+.

a) Representthisfamilyasacurvedexponentialfamilyofdimensiononeandorder two.

b) Findthelog-likelihoodfunction,scorefunction,Fisherinformation,andquad-
ratic scoreforthefamily.

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Fundamentals Of Mathematical Statistics

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1st Edition

Authors: Steffen Lauritzen

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28-1-2/8 fs(x)= = T(B) BB BER+

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Fundamentals Of Mathematical Statistics

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