Definition. The following is a sequence of increasingly more general definitions of an exponential family. A casual reader may wish to restrict attention to the first ...
In probability and statistics, a natural exponential family (NEF) is a class of probability distributions that is a special case of an exponential family (EF).
Exponential Families David M. Blei 1 Introduction We discuss the exponential family, a very exible family of distributions. Most distributions that you have heard of ...
Exponential Family Suppose Y1, ,Yn are independent random variables. Let f(yi; θi,ϕ) be PMF or PDF of Yi, where ϕ is a scale parameter. If we can write
The Exponential Family of Distributions p(x)=h(x)eµ>T(x)¡A(µ) µ vector of parameters T(x) vector of “suf£cient statistics” A(µ) cumulant generating function
A PRIMER ON THE EXPONENTIAL FAMILY OF DISTRIBUTIONS David R. Clark and Charles A. Thayer 2004 Call Paper Program on Generalized Linear Models
18 The Exponential Family and Statistical Applications The Exponential family is a practically convenient and widely used uniﬂed family of distributions
LECTURE 11: EXPONENTIAL FAMILY AND GENERALIZED LINEAR MODELS 3 where x= (x 1;x 2; ;x N)>and PM k=1 k = 1. Following the same process as Bernoulli, we have:
Exponential families are a broad class of probability distributions which includes many basic distributions such as Bernoullis and Gaussians, as well as Markov random ...
Exponential Families Robert L. Wolpert Department of Statistical Science ... Conjugate families for every exponential family are available in the same way.