On an exponential family
Authors:
G.C. Jain a;
M.S.H. Khan a
| Affiliation: | a University of Otago, New Zealand |
DOI:
10.1080/02331887908801473
Publication Frequency:
6 issues per year
Subjects:
Mathematical Statistics;
Statistical Theory & Methods;
Statistics;
Statistics for the Biological Sciences;
Stochastic Models & Processes;
Formats available:
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Abstract
This paper considers a generalization of the exponential type distributions in the class of exponential families. A characterization and a method of generating an exponential family from a given family are given. In particular the generalized gamma, the generalized Poisson, the inverse Gaussian distributions belonging to this family are discussed. The approximations of the cumulative sums for the generalized gamma and the generalized Poisson by the Chi-square are considered. Some of the results are extended to the bivariate case.
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| Keywords: Generalized exponential type family; generalized gamma; generalized POISSON; inverse GAUSSIAN; cumulants; characterization; convolutions; identities; bivariate case |
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