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Exponential dispersion family
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Probability and statistics
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Exponential family
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Words: 26
With dispersion
ϕ
and known weight
w
, an exponential dispersion density has exponent
ϕ
w
{
y
θ
−
b
(
θ
)}
+
c
(
y
,
ϕ
/
w
)
.
(166)
Its mean is
b
′
(
θ
)
and its variance is
(
ϕ
/
w
)
b
′′
(
θ
)
.
Ancestors
(6)
Exponential family
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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