16. Let ° be the natural parameter space of the exponential family (35), and for any fixed tr + 1, ... , tk (r < k) let 0e,.....9, be the natural parameter space of the family of conditional distributions given 1',.+ 1 = tr+ l' ... , Tk = tk : (i) Then 0e,.....9, contains the projection °91•. .. • 9, of ° onto 81" " , 8r • (ii) An example in which °91•.. .• 9, is a proper subset of 0el ..... 9, is the family of densities P9 192 ( x, y) = C(81 , 82 )exp( 81x + 82 y - xy),