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
Descriptors:
Subject Categories:
- Statistics and Probability