Conditional distribution of x given

Reference no: EM131851835

Let X be a random variable with a p.d.f. f_θ in an exponential family {P_θ : θ ∈ Θ} and let A be a Borel set. Show that the distribution of X truncated on A (i.e., the conditional distribution of X given X ∈ A) has a p.d.f. f_θIA/P_θ(A) that is in an exponential family.

Reference no: EM131851835

Questions Cloud

Family of double exponential distributions : Show that the family of double exponential distributions DE(µ, ?) with two unknown parameters µ and ? is not an exponential family

What is the ethical implications of conflict of interest : what other factors should be taken into consideration when budgeting yearly figures? What is the ethical implications of conflict of interest?

What type of presentation do you have in mind lester : What type of presentation do you have in mind, Lester? Economic factors: gross domestic product (GDP), inflation, interest rates, unemployment.

Describe securing the companys web-based applications : Describe J2EE, and securing the company's web-based applications that generate revenue for the organization.

Conditional distribution of x given : Show that the distribution of X truncated on A (i.e., the conditional distribution of X given X ? A) has a p.d.f. f?IA/P?(A) that is in an exponential family.

Show that the mean and variance-covariance matrix : Show that the mean and variance-covariance matrix of P(µ,S) are µ and S, respectively.

How do they partake of the other kinds of rhetoric : what are the similarities and differences between the advertisement and the speeches as instances of epideictic rhetoric? How do they partake of the other kinds

What is the value of an investment : What is the value of an investment that pays $17,000 every other year forever,

Distribution of a positive random variable : Show that if the distribution of a positive random variable X is in a scale family, then the distribution of log X is in a location family.

User Account

All Pages