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)