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.

引用

页码：417 / 427

页数：11

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