The mean radius of curvature of an exponential family

Hassairi Abdelhamid and Masmoudi Afif

Statistics & Probability Letters, 2001, vol. 55, issue 2, 213-220

Abstract: Let F=F([mu]) be the natural exponential family (NEF) on the Euclidean space generated by the measure [mu] and let k[mu]=log L[mu] be the log-Laplace transform of [mu]. In this paper, a notion of mean radius of curvature function for the NEF F is introduced using the mean radius of curvature function of the convex epigraph of the function k[mu]. An algebraic property for the variance function of F is deduced and some characteristic properties for the family F related to the mean radius of curvature function are discussed. The results are illustrated by some examples.

Keywords: Exponential; family; Variance; function; Support; function (search for similar items in EconPapers)
Date: 2001
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