On a property of strongly reproductive exponential families on \({\mathbb{R}}\) (Q1096271)

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scientific article; zbMATH DE number 4030697
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    On a property of strongly reproductive exponential families on \({\mathbb{R}}\)
    scientific article; zbMATH DE number 4030697

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      On a property of strongly reproductive exponential families on \({\mathbb{R}}\) (English)
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      1988
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      Strongly reproductive exponential models with affine dual foliations are known to allow of a decomposition analogous to the standard decomposition theorem for chi-squared distributed quadratic forms in normal variates. It is shown that when the components are identically distributed, then necessarily each component follows the gamma law.
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      Choquet-Deny theorem
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      independence
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      natural exponential family
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      Strongly reproductive exponential models
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      affine dual foliations
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      decomposition
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      chi-squared distributed quadratic forms
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      identically distributed
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      gamma law
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