We study general multiparameter exponential families of distribution and obtain differential equations relating the first two moments of the sufficient statistics to the normalization constant. Another result illuminates the structure of both the second order partial derivatives of the likelihood and their expected values.
Publié le : 1979-01-14
Classification:
Exponential families,
moments and derivatives,
likelihood,
curvature,
62B99,
62E15,
62F99
@article{1176344569,
author = {Johnson, Richard A. and Ladalla, J. and Liu, S. T.},
title = {Differential Relations, in the Original Parameters, which Determine the First Two Moments of the Multiparameter Exponential Family},
journal = {Ann. Statist.},
volume = {7},
number = {1},
year = {1979},
pages = { 232-235},
language = {en},
url = {http://dml.mathdoc.fr/item/1176344569}
}
Johnson, Richard A.; Ladalla, J.; Liu, S. T. Differential Relations, in the Original Parameters, which Determine the First Two Moments of the Multiparameter Exponential Family. Ann. Statist., Tome 7 (1979) no. 1, pp. 232-235. http://gdmltest.u-ga.fr/item/1176344569/