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An exponential model is convex

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Reference no: EM13513591

How to prove the natural parameter space of an exponential model is convex without using Holders inequality and other complex theories?

Here is the original question.
Let A be the natural parameter space for an Exponential model f(u; phi) = exp{ (phi-transpose) * u - k(phi)}*h(u).
Give an elementary proof that A is convex.

Note: Please prove without using Holders inequality and other complex theories. Please let me know a simple way to prove that the natural parameter space A is convex.

Reference no: EM13513591

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