Conditional natural exponential families

2006 ◽  
Vol 76 (17) ◽  
pp. 1882-1888 ◽  
Author(s):  
Afif Masmoudi
Keyword(s):  
Exponential Families ◽  
Natural Exponential Families

scholarly journals On the Notion of Reproducibility and Its Full Implementation to Natural Exponential Families

Mathematics ◽  
2021 ◽  
Vol 9 (13) ◽  
pp. 1568
Author(s):  
Shaul K. Bar-Lev
Keyword(s):  
Power Function ◽  
Exponential Family ◽  
Probability Distributions ◽  
Infinite Divisibility ◽  
Variance Function ◽  
Exponential Families ◽  
Natural Exponential Family ◽  
Natural Exponential Families ◽  
Convolution Properties ◽  
The Relationship

Let F=Fθ:θ∈Θ⊂R be a family of probability distributions indexed by a parameter θ and let X1,⋯,Xn be i.i.d. r.v.’s with L(X1)=Fθ∈F. Then, F is said to be reproducible if for all θ∈Θ and n∈N, there exists a sequence (αn)n≥1 and a mapping gn:Θ→Θ,θ⟼gn(θ) such that L(αn∑i=1nXi)=Fgn(θ)∈F. In this paper, we prove that a natural exponential family F is reproducible iff it possesses a variance function which is a power function of its mean. Such a result generalizes that of Bar-Lev and Enis (1986, The Annals of Statistics) who proved a similar but partial statement under the assumption that F is steep as and under rather restricted constraints on the forms of αn and gn(θ). We show that such restrictions are not required. In addition, we examine various aspects of reproducibility, both theoretically and practically, and discuss the relationship between reproducibility, convolution and infinite divisibility. We suggest new avenues for characterizing other classes of families of distributions with respect to their reproducibility and convolution properties .

scholarly journals KR20 and KR21 for Some Nondichotomous Data (It’s Not Just Cronbach’s Alpha)

2021 ◽  
pp. 001316442199253
Author(s):  
Robert C. Foster
Keyword(s):  
Exponential Family ◽  
Exponential Families ◽  
Natural Exponential Family ◽  
Cronbach’S Alpha ◽  
Natural Exponential Families ◽  
Cronbach's Alpha ◽  
Generalized Framework ◽  
The Common ◽  
Poisson Data ◽  
Poisson Count

This article presents some equivalent forms of the common Kuder–Richardson Formula 21 and 20 estimators for nondichotomous data belonging to certain other exponential families, such as Poisson count data, exponential data, or geometric counts of trials until failure. Using the generalized framework of Foster (2020), an equation for the reliability for a subset of the natural exponential family have quadratic variance function is derived for known population parameters, and both formulas are shown to be different plug-in estimators of this quantity. The equivalent Kuder–Richardson Formulas 20 and 21 are given for six different natural exponential families, and these match earlier derivations in the case of binomial and Poisson data. Simulations show performance exceeding that of Cronbach’s alpha in terms of root mean square error when the formula matching the correct exponential family is used, and a discussion of Jensen’s inequality suggests explanations for peculiarities of the bias and standard error of the simulations across the different exponential families.

scholarly journals Geometric Theory of Heat from Souriau Lie Groups Thermodynamics and Koszul Hessian Geometry: Applications in Information Geometry for Exponential Families

2016 ◽  
Author(s):  
Frédéric Barbaresco
Keyword(s):  
Lie Algebra ◽  
Lie Group ◽  
Statistical Physics ◽  
Geometric Theory ◽  
Adjoint Action ◽  
Information Geometry ◽  
Affine Group ◽  
Exponential Families ◽  
Natural Exponential Families ◽  
Fisher Metric

We introduce the Symplectic Structure of Information Geometry based on Souriau’s Lie Group Thermodynamics model, with a covariant definition of Gibbs equilibrium via invariances through co-adjoint action of a group on its moment space, defining physical observables like energy, heat, and moment as pure geometrical objects. Using Geometric (Planck) Temperature of Souriau model and Symplectic cocycle notion, the Fisher metric is identified as a Souriau Geometric Heat Capacity. Souriau model is based on affine representation of Lie Group and Lie algebra that we compare with Koszul works on G/K homogeneous space and bijective correspondence between the set of G-invariant flat connections on G/K and the set of affine representations of the Lie algebra of G. In the framework of Lie Group Thermodynamics, an Euler-Poincaré equation is elaborated with respect to thermodynamic variables, and a new variational principal for thermodynamics is built through an invariant Poincaré-Cartan-Souriau integral. The Souriau-Fisher metric is linked to KKS (Kostant-Kirillov-Souriau) 2-form that associates a canonical homogeneous symplectic manifold to the co-adjoint orbits. We apply this model in the framework of Information Geometry for the action of an affine Group for exponentiel families, and provide some illustration of use cases for multivariate Gaussian densities. Information Geometry is presented in the context of seminal work of Fréchet and his Clairait-Legendre equation. Souriau model of Statistical Physics is validated as compatible with Balian gauge model of thermodynamics. We recall the precursor work of Casalis on affine group invariance for natural exponential families.

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