BS2 Statistical Inference - Lecture 5

Exponential families of distributions

This lecture describes the important notion of an exponential family of distributions and reviews its most basic properties. Almost all parametric families of distribution where analysis is technically possible is in some way related to this class of families. Important properties include stability under sampling and existence of minimal and complete sufficient statistics.

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Last updated: Friday, 29 October 2004 10:30Steffen L. Lauritzen