English

Bivariate natural exponential families with quadratic diagonal of the variance function

Statistics Theory 2015-04-22 v1 Statistics Theory

Abstract

We characterize bivariate natural exponential families having the diagonal of the variance function of the form diagV(m1,m2)=(Am12+am1+bm2+e,Am22+cm1+dm2+f), \textrm{diag} V(m_1,m_2)=\left(Am_1^2+am_1+bm_2+e,Am_2^2+cm_1+dm_2+f\right), with A<0A<0 and a,,fRa,\ldots,f\in\mathbb{R}. The solution of the problem relies on finding the conditions under which a specific parametric family of functions consists of Laplace transforms of some probability measures.

Keywords

Cite

@article{arxiv.1504.05219,
  title  = {Bivariate natural exponential families with quadratic diagonal of the variance function},
  author = {Joanna Matysiak},
  journal= {arXiv preprint arXiv:1504.05219},
  year   = {2015}
}