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Exponential families

  1. Nov 30, 2013 #1
    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. jcsd
  3. Nov 30, 2013 #2

    Office_Shredder

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    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 [itex] \mathbb{R}.[/itex] 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.
     
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