Topic
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.
Papers published on a yearly basis
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09 Apr 2012
TL;DR: Methods for efficient random variates generation for matrix exponential stochastic models based on appropriate representations of the models are proposed.
Abstract: Stochastic models based on matrix exponential structures, like matrix exponential distributions and rational arrival processes, have gained popularity in analytical models recently. However the application of these models in simulation based evaluations is not as widespread yet. One of the possible reasons is the lack of efficient random variates generation methods. In this paper we propose methods for efficient random variates generation for matrix exponential stochastic models based on appropriate representations of the models.
1 citations
01 Jan 2003
1 citations
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1 citations
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TL;DR: In this article, a path breaking approach for characterization of negative exponential distribution through expectation of non-constant function of random variable is obtained, and an example is given for illustrative purpose.
Abstract: For characterization of negative exponential distribution one needs
any arbitrary non-constant function only in place of approaches such as
identical distributions, absolute continuity, constant regression of order
statistics, continuity and linear regression of order statistics,
non-degeneracy etc. available in the literature. Path breaking different
approach for characterization of negative exponential distribution through
expectation of non-constant function of random variable is obtained. An example
is given for illustrative purpose.
1 citations
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TL;DR: A characterization of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group is given in this article.
Abstract: In the paper we present a characterization theorem of the Riesz measure and a Wishart exponential family on homogeneous cones through the invariance property of a natural exponential family under the action of the triangular group.
1 citations