Accession Number:

AD0757022

Title:

A Characterization of Exponential Family Distributions by Expectation of the Sufficient Statistics.

Descriptive Note:

Technical rept.,

Corporate Author:

FLORIDA STATE UNIV TALLAHASSEE DEPT OF STATISTICS

Personal Author(s):

Report Date:

1973-02-01

Pagination or Media Count:

16.0

Abstract:

It is shown that if T bar has an unknown exponential family distribution with natural parameter theta bar, then G bar ET uniquely specifies the moment generating function of T bar. Conversely, it is proved that if T bar is a random variable with a moment generating function of a prescribed form, then it has an exponential family distribution. These results are used to characterize the Normal, Poisson, Bernoulli and Wishart distributions, among others. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE