A characterization of the multivariate discrete exponential family

被引：1
|
作者：
Gupta, AK [1 ]
Nguyen, TT [1 ]
Wang, Y [1 ]
机构：
[1] Bowling Green State Univ, Bowling Green, OH 43403 USA
来源：
STOCHASTIC ANALYSIS AND APPLICATIONS | 2000年 / 18卷 / 03期
关键词：
characterization; conditional moment; conditional distribution; linear system;
D O I：
10.1080/07362990008809678
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
For independent random vectors X and Y, define S drop X + Y. When the conditional expectations E[X \ S] drop a(S) and E[XX'\ S] drop b(S) are given, then under certain assumptions, the density function of X has the form u(x) k(alpha) e(alpha'x), where u(x) is uniquely determined. AMS (1991) Subject Classification: 62H05, 62E10.
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页码：417 / 427
页数：11
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