On a property of strongly reproductive exponential families on \({\mathbb{R}}\) (Q1096271)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a property of strongly reproductive exponential families on \({\mathbb{R}}\) |
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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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