Domains of attraction for exponential families. (Q2574590)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Domains of attraction for exponential families. |
scientific article |
Statements
Domains of attraction for exponential families. (English)
0 references
29 November 2005
0 references
Exponential families born by a single random variable are considered. The authors are interested in relative weak compactness of normalized exponential families. Approaching to the upper endpoint of the parameter range three cases of domain of attraction are described: normal, positive gamma, and negative gamma law.
0 references
asymptotic normality
0 references
convex conjugate
0 references
Esscher transform
0 references
gamma distribution
0 references
normal distribution
0 references
self-neglecting
0 references
strong unimodality
0 references
