Some properties of two distributions of the exponential family
This paper is concerned with two classical distributions belonging to the exponential family: the normal distribution and the negative exponential distribution. Under some regularity conditions, the author first shows that the normal is the unique distribution, belonging to a particular subclass of the exponential family, having the variance unrelated to its mean value. In the second part of the paper, the negative exponential has been shown to be the only distribution of the same subclass, having the variance equal to the corresponding mean squared.
- Some characterizations of distributions of the exponential-type
- A characterization of the normal distribution
- Sur une propriété des familles exponentielles naturelles de variance quadratique
- Lectures on natural exponential families and their variance functions
- scientific article; zbMATH DE number 4113737
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- A factorization discriminant method for the exponential distribution family
- A new continuous distribution and two new families of distributions based on the exponential
- Jeffreys versus Shtarkov distributions associated with some natural exponential families
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