|Nov21-11, 12:34 PM||#1|
Natural parametrization of pdfs
I am struggling to understand the concept of natural parametrization of pdf of exponential family. Say that we have a function with the following pdf:
where A and D are functions of [itex]\theta[/itex] alone and B and C are functions of x alone.
My two questions are:
1 How to I find [itex]D(\phi)?[/itex]
2 Can we perform natural parametrization on all pdfs belonging to the exponential family? If not why is that the case?
Thank you in advance!
|Nov22-11, 01:44 PM||#2|
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