Show that, for each in , exp (ix i K ())fX (x) is a distribution
Question:
Show that, for each θ in Ξ, exp (θix i − K (θ))fX (x)
is a distribution on χ. Find its cumulant generating function and the Legendre transformation.
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Related Book For 
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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