On a property of strongly reproductive exponential families on

B. Ramachandran and V. Seshadri

Statistics & Probability Letters, 1988, vol. 6, issue 3, 171-174

Abstract: Strongly reproductive exponential models with affine dual foliations are known to allow of a decomposition analogous to the standard decomposition theorem for Chi-squared distributed quadratic forms in normal variates. It is shown that when the components are identically distributed, then necessarily each component follows the gamma law.

Keywords: affine; dual; foliations; Choquet-Deny; theorem; decomposition; Gamma; distribution; independence; natural; exponential; family (search for similar items in EconPapers)
Date: 1988
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