On a property of strongly reproductive exponential families on R

DOI10.1016/0167-7152(88)90116-2MaRDI QIDQ1096271zbMATH OpenOpenAlexFDO

Authors B. George

Publication date 1988

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0167-7152(88)90116-2

zbMATH Keywords

affine dual foliationschi-squared distributed quadratic formsChoquet-Deny theoremdecompositiongamma lawidentically distributedindependencenatural exponential familyStrongly reproductive exponential models

Mathematics Subject Classification ID

Characterization and structure theory of statistical distributions (62E10) Exact distribution theory in statistics (62E15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Review text

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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Cites work

• Exponential models with affine dual foliations
• scientific article; zbMATH DE number 3151943 (Why is no real title available?)
• scientific article; zbMATH DE number 3908987 (Why is no real title available?)
• scientific article; zbMATH DE number 3908988 (Why is no real title available?)
• scientific article; zbMATH DE number 4052192 (Why is no real title available?)
• Reproductive exponential families

Cited in

(1)

• Combination of reproductive models

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