Natural exponential family

About: Natural exponential family is a research topic. Over the lifetime, 1973 publications have been published within this topic receiving 60189 citations. The topic is also known as: NEF.

Family of Pearson discrete distributions generated by the univariate hypergeometric function 3F2(α1, α2, α3; γ1, γ2; λ)

Abstract: In this work we present a study of the Pearson discrete distributions generated by the hypergeometric function 3F2(α1, α2, α3;γ1, γ2; λ), a univariate extension of the Gaussian hypergeometric function, through a constructive methodology. We start from the polynomial coefficients of the difference equation that lead to such a function as a solution. Immediately after, we obtain the generating probability function and the differential equation that it satisfies, valid for any admissible values of the parameters. We also obtain the differential equations that satisfy the cumulants generating function, moments generating function and characteristic function, From this point on, we obtain a relation in recurrences between the moments about the origin, allowing us to create an equation system for estimating the parameters by the moment method. We also establish a classification of all possible distributions of such type and conclude with a summation theorem that allows us study some distributions belonging to this family. © 1997 by John Wiley & Sons, Ltd.

Rational Variance Functions

Abstract: Exponential dispersion models play an important role in the context of generalized linear models, where error distributions, other than the normal, are considered. Any statistical model expressible in terms of a variance-mean relation $(V, \Omega)$ leads to an exponential dispersion model provided that $(V, \Omega)$ is a variance function of a natural exponential family: Here $\Omega$ is the domain of means and $V$ is the variance function of the natural exponential family. Therefore, it is of a particular interest to examine whether a pair $(V, \Omega)$ can serve as the variance function of a natural exponential family. In this study we consider the case where $\Omega$ is bounded and examine whether $V$ can be the restriction to $\Omega$ of a rational function vanishing at the boundary points of $\Omega$. The class of such functions is large and contains the important subclass of polynomials. It is shown that, apart from the binomial family (possessing a quadratic variance function) and affine transformations thereof, there exists no natural exponential family with variance function belonging to this class. Such a result implies, in particular, that the only variance functions of natural exponential families among polynomials of at least third degree are those restricted to unbounded domains $\Omega$.

On Structural and Asymptotic Properties of Some Classes of Distributions

Abstract: We consider the two-parametric classes of distributions which comprise exponential dispersion models possessing a simple structure. Some of our models are related to Galton-Watson processes and branching diffusions. We study asymptotic properties of related classes of distributions emphasizing their convergence to Poisson-exponential law. We establish/refute infinite divisibility for certain classes of distributions. The critical value for the deflation of zeros from a geometric law which preserves infinite divisibility is determined. A class of distributions related to zero-modified geometric and logarithmic laws is considered.