A class of infinitely divisible variance functions with an application to the polynomial case

Shaul K. Bar-Lev and Daoud Bshouty

Statistics & Probability Letters, 1990, vol. 10, issue 5, 377-379

Abstract: Let be a natural exponential family on ??? with variance function (V, [Omega]). Here, [Omega] is the mean domain of and V is its variance expressed in terms of the mean [mu] [epsilon] [Omega]. In this note we prove the following result. Consider an open interval [Omega] = (0, b), 0

Keywords: Natural; exponential; family; variance; function; infinitely; divisible; distributions; absolutely; monotone; functions (search for similar items in EconPapers)
Date: 1990
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