Exponential families are not preserved by the formation of order statistics

Shaul K. Bar-Lev and Daoud Bshouty

Statistics & Probability Letters, 2008, vol. 78, issue 16, 2787-2792

Abstract: Let F be a natural exponential family (NEF)Â generated by a measure [mu] and a random sample with a common distribution belonging to F. Consider the set of order statistics X(1)

Date: 2008
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