Mixture and reciprocity of exponential models
Mahdi Louati
Statistics & Probability Letters, 2013, vol. 83, issue 2, 452-458
Abstract:
In the present paper, we show that the reciprocity of two distributions and of two exponential dispersion models introduced by Letac (1986) is related to the famous notion of mixture of distributions when the mixing parameter is the power of the convolution parameter.
Keywords: Action of the linear group; Mixture; Natural exponential family; Power of convolution; Reciprocity (search for similar items in EconPapers)
Date: 2013
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Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:2:p:452-458
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DOI: 10.1016/j.spl.2012.10.013
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