A note on multivariate linear exponential distributions
作者:
D.C. Doss,
期刊:
Canadian Journal of Statistics
(WILEY Available online 1974)
卷期:
Volume 2,
issue 1‐2
页码: 89-94
ISSN:0319-5724
年代: 1974
DOI:10.2307/3314966
出版商: Wiley‐Blackwell
关键词: Exponential‐type;linear exponential;factorization;infinite divisibility
数据来源: WILEY
摘要:
AbstractA distribution admitting the moment generating function (mgf) is a member of one and only one linear exponential family Pμ= {Pω:ω ϵ Ωμ} withdPω(x) = {eω'x/f(ω)}dμ(x). Factorization of the mgf of a member of a linear exponential family into a finite number ofmgf's of linear exponential distributions, implies such a factorization for all members of the family. Consequently, infinite divisibility of themgfof a member of a linear exponential family implies infinite divisibility for all members of t
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