Resolution of a conjecture on variance functions for one-parameter natural exponential families
Xiongzhi Chen
Statistics & Probability Letters, 2016, vol. 118, issue C, 107-109
Abstract:
We prove a conjecture of Bar-Lev, Bshouty and Enis stating that a polynomial with a simple root at 0 and a complex root with positive imaginary part is the variance function of a one-parameter natural exponential family with mean domain (0,∞) if and only if the real part of the complex root is not positive.
Keywords: Natural exponential family; Polynomial variance functions (search for similar items in EconPapers)
Date: 2016
References: View complete reference list from CitEc
Citations:
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715216300979
Full text for ScienceDirect subscribers only
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:118:y:2016:i:c:p:107-109
Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01
DOI: 10.1016/j.spl.2016.06.016
Access Statistics for this article
Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul
More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().