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Three Occurrences of the Hyperbolic-Secant Distribution

Statistics Theory 2014-01-08 v1 Applications Statistics Theory

Abstract

Although it is the generator distribution of the sixth natural exponential family with quadratic variance function, the Hyperbolic-Secant distribution is much less known than other distributions in the exponential families. Its lack of familiarity is due to its isolation from many widely-used statistical models. We fill in the gap by showing three examples naturally generating the Hyperbolic-Secant distribution, including Fisher's analysis of similarity between twins, the Jeffreys' prior for contingency tables, and invalid instrumental variables.

Keywords

Cite

@article{arxiv.1401.1267,
  title  = {Three Occurrences of the Hyperbolic-Secant Distribution},
  author = {Peng Ding},
  journal= {arXiv preprint arXiv:1401.1267},
  year   = {2014}
}

Comments

The American Statistician (2014)

R2 v1 2026-06-22T02:40:09.323Z