Mixture and reciprocity of exponential models
AbstractIn the present paper, we show that the reciprocity of two distributions and of two exponential dispersion models introduced by Letac (1986) is related to the famous notion of mixture of distributions when the mixing parameter is the power of the convolution parameter.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 83 (2013)
Issue (Month): 2 ()
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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- Masmoudi, Afif, 2006. "Conditional natural exponential families," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1882-1888, November.
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