WU Chuanyi. THE MULTIPARAMETRIC EXPONENTIAL FAMILIES WITH QUADRATIC COVARIANCE-MATRIX FUNCTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(1): 1-10.
Citation: WU Chuanyi. THE MULTIPARAMETRIC EXPONENTIAL FAMILIES WITH QUADRATIC COVARIANCE-MATRIX FUNCTIONS[J]. Chinese Journal of Applied Probability and Statistics, 1988, 4(1): 1-10.

THE MULTIPARAMETRIC EXPONENTIAL FAMILIES WITH QUADRATIC COVARIANCE-MATRIX FUNCTIONS

  • For multiparametric regular exponential family with parameters m=E0x, we point out that for polynomial covariance functions with k order case (PkVF-REF), its Bhattacharyya natrix has a simple form: the submatrices Bi, j)=0 for j>(k-1) (i-1) +1, i=1, 2, …, and conversely, if B(2, i)=0 for all ik>2, then this REF is PkVF-REF.Thus for k≤2 (QVE-REF) case, allthe submatrices are zeno matrices besides the diagonal submatrices for which the recurrence expressions are given.In the last part of this papen, we discussed the distribution types for multiparametric QVF-REF, many of them are natural extension of the single parametric QVF-REF case.
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