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the_dane
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Homework Statement
https://dl.dropboxusercontent.com/u/17974596/Sk%C3%A6rmbillede%202016-02-02%20kl.%2007.35.26.png
I want to find variance matrix and expected variance vector of Y=(Y1,Y2). Y1 and Y2 are independant. Γ is the gamma function and ϒ is a known parameter. λ1>0 λ2>0 and ϒ>0
Homework Equations
canonical form formulas for exponential family.
The Attempt at a Solution
I want to do it by proving that it belongs to the exponential family and then bring to canonical form. But in our textbook (Dobson, Generalized linear model) there are only formulas for f(y) where y is not a vector as here y=(y1,y1)
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