pθ(x)=h(x)exp(qT(θ)T(x)−b(θ))Isupp(x),Z=exp(−b(θ))
Regular family (gives you completeness)
Conditions for regularity,
- support pθ(x) independent of θ
- finite partition function Z(θ)<∞,∀θ
- Interior of parameter space is solid, ˚Θ≠∅,
- Interior of natural parameter space is solid ˚Q≠∅
- Statistic vector function and the constant function are linearly independent. i.e. [1,T1(x),…,TK(x)] linear indep. (gives you minimal statistic)
- twice differentiable pθ(x)
Curved family (only know statistic is minimal)
An exponential family where the dimension of the vector parameter θ=(θ1,…,θr) is less than the dimension of the natural statistic T(x) is called a curved family.
Identifiability of parameter vector θ.
When statistic is minimal, then it is a matter of ensuring q:Θ↦Q defines a 1-1 mapping from desired parameter space to natural parameter space.
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