Parameterizations for Natural Exponential Families with Quadratic Variance Functions

DOI10.2307/2291009zbMath0810.62019OpenAlexW4253863918MaRDI QIDQ4323575

Elizabeth H. Slate

Publication date: 23 February 1995

Full work available at URL: https://doi.org/10.2307/2291009

zbMATH Keywords

posterior distributionconjugate priornormal approximationlog-likelihoodnatural exponential familiesnonnormalitythird derivativenearness to normalityquadratic variance functionslogposterior densityskewness reduction transformationvariance stabilizing parameterization

Mathematics Subject Classification ID

Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Related Items

Bayesian model selection for nonlinear aeroelastic systems using wind-tunnel data, Preferred point \(\alpha\)-manifold and Amari's \(\alpha\)-connections, A note on the prior parameter choice in finite mixture models of distributions from exponential families, Which Wald statistic? Choosing a parameterization of the Wald statistic to maximize power in \(k\)-sample generalized estimating equations, Bayesian survival estimation of Pareto distribution of the second kind based on failure-censored data.