# Exponential families

1. Nov 30, 2013

### mynameisfunk

Is there a good example of a probability distribution where the support set does not depend on the parameters and is still not a member of the exponential family?

2. Nov 30, 2013

### Office_Shredder

Staff Emeritus
I'm a bit confused because it seems like almost every family of probability distributions will satisfy this. For example Gaussian random variables have a mean and a standard deviation, and their support set is all of $\mathbb{R}.$ On the discrete case you have things like Bernoulli random variables with a parameter p that take value 1 with probability p, and -1 with probability 1-p.

Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook