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Daily Archives: March 3, 2010

Natural Exponential Families QVF

Frank March 03, 2010 News Comments are off

They are only 6 exponential family distributions that admit variance as a quadratic function (QVF=quadratic variance function) of the parameter. For the multivariate case, it is a bit more complex but well defined and studied:

The $2d+4$ simple quadratic natural exponential families on $R^d$

Frank.

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