Exercise1.3 Which ofthedistributionsinExercise1.2belongtotheexponentialfamily?Findtheir natural parameters.Inaddition,consideralsothefollowingdistributions: 1. Poisson distribution Pois() 2. Cauchydistribution f (y) = 1 (1+(y)2) ,
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Exercise1.3 Which ofthedistributionsinExercise1.2belongtotheexponentialfamily?Findtheir natural parameters.Inaddition,consideralsothefollowingdistributions:
1. Poisson distribution Pois(λ)
2. Cauchydistribution fθ (y) = 1
π(1+(y−θ)2) , −∞ < y < ∞
3. fθ (y) = θ
(1+y)θ+1 , y ≥ 0, θ > 0 4. fθ (y) = θyθ−1, 0 < y < 1, θ > 0 5. fθ (y) = 2(y+θ)
1+2θ , 0 < y < 1, θ > 0
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Related Book For
Statistical Theory A Concise Introduction Texts In Statistical Science
ISBN: 9781032007458
2nd Edition
Authors: Felix Abramovich, Ya'acov Ritov
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