The probability density function of a known distribution is 1 f(u10) = T O exp (-), y>0, r(v) where I(v) is the Gamma function, and 0, v > 0. (a) Show that this distribution falls within the exponential family given v is known. Specify the components: a(y), b(0), c(0), d(y). (b) Find the mean and variance of this distribution using the expressions obtained in part (a). Results should be given in terms of 0 and v. (c) Point out one practical issue with model fitting when the canonical link function is used.

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
icon
Related questions
Question
100%
The probability density function of a known distribution is
1
f(ul0) = T ()exp (-), y>0,
r(v)
where I(v) is the Gamma function, and 0, v > 0.
(a) Show that this distribution falls within the exponential family given v is known.
Specify the components: a(y), b(0), c(0), d(y).
(b) Find the mean and variance of this distribution using the expressions obtained in
part (a). Results should be given in terms of 0 and v.
(c) Point out one practical issue with model fitting when the canonical link function
is used.
Transcribed Image Text:The probability density function of a known distribution is 1 f(ul0) = T ()exp (-), y>0, r(v) where I(v) is the Gamma function, and 0, v > 0. (a) Show that this distribution falls within the exponential family given v is known. Specify the components: a(y), b(0), c(0), d(y). (b) Find the mean and variance of this distribution using the expressions obtained in part (a). Results should be given in terms of 0 and v. (c) Point out one practical issue with model fitting when the canonical link function is used.
Expert Solution
steps

Step by step

Solved in 2 steps with 1 images

Blurred answer
Knowledge Booster
Multivariate Distributions and Functions of Random Variables
Learn more about
Need a deep-dive on the concept behind this application? Look no further. Learn more about this topic, statistics and related others by exploring similar questions and additional content below.
Similar questions
  • SEE MORE QUESTIONS
Recommended textbooks for you
MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
Statistics
ISBN:
9781119256830
Author:
Amos Gilat
Publisher:
John Wiley & Sons Inc
Probability and Statistics for Engineering and th…
Probability and Statistics for Engineering and th…
Statistics
ISBN:
9781305251809
Author:
Jay L. Devore
Publisher:
Cengage Learning
Statistics for The Behavioral Sciences (MindTap C…
Statistics for The Behavioral Sciences (MindTap C…
Statistics
ISBN:
9781305504912
Author:
Frederick J Gravetter, Larry B. Wallnau
Publisher:
Cengage Learning
Elementary Statistics: Picturing the World (7th E…
Elementary Statistics: Picturing the World (7th E…
Statistics
ISBN:
9780134683416
Author:
Ron Larson, Betsy Farber
Publisher:
PEARSON
The Basic Practice of Statistics
The Basic Practice of Statistics
Statistics
ISBN:
9781319042578
Author:
David S. Moore, William I. Notz, Michael A. Fligner
Publisher:
W. H. Freeman
Introduction to the Practice of Statistics
Introduction to the Practice of Statistics
Statistics
ISBN:
9781319013387
Author:
David S. Moore, George P. McCabe, Bruce A. Craig
Publisher:
W. H. Freeman