Exponential Family of Distributions

In summary, the conversation discusses the exponential family of distributions and the function expression involved in it. It mentions the role of the indicator function in the expression and how it is used when h(x) or c(\theta) are constants. The purpose of using indicator functions is also discussed.
  • #1
Mogarrr
120
6
I'm reading about the exponential family of distributions. In my book, I have the expression

[itex] f(x|\theta) = h(x)c(\theta)exp(\sum_{i=1}^{k} w_i(\theta) t_i(x)) [/itex]

where [itex]h(x) \geq 0 [/itex], [itex]t_1(x), t_2(x),...,t_k(x) [/itex] are real valued functions of the observation [itex] x[/itex], [itex]c(\theta) \geq 0 [/itex], and [itex]w_1(\theta),w_2(\theta),...,w_k(\theta) [/itex] are real-valued functions of the possibly vector-valued parameter [itex] \theta[/itex].

What's being stressed in the few examples available (in the book), is the indicator function. Here's the indicator function:

[itex]I_A(x) = 1[/itex], if [itex] x \in A[/itex], and [itex]I_A(x) = 0 [/itex], if [itex]x \notin A [/itex], where [itex]A[/itex] is the set values the observation or parameter may take.

What I'm seeing, is that the indicator function is inserted with [itex]h(x) [/itex] or [itex]c(\theta) [/itex] whenever these functions are constants.

Do you guys know of any examples where an indicator function is used and [itex]h(x)[/itex] or [itex]c(\theta) [/itex] are not constants?

I'm thinking the whole point of using indicator functions is to make the expression exactly like the probability distribution function.
 
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  • #2
I'm sorry you are not finding help at the moment. Is there any additional information you can share with us?
 

1. What is the Exponential Family of Distributions?

The Exponential Family of Distributions is a group of probability distributions that have a similar mathematical form. These distributions are characterized by their probability density function (PDF) or probability mass function (PMF) being expressed as a product of a function of the data and a function of the parameters.

2. What are some examples of distributions in the Exponential Family?

Some examples of distributions in the Exponential Family include the normal, exponential, gamma, beta, Poisson, and binomial distributions. These distributions are commonly used in statistics and have various applications in fields such as economics, biology, and engineering.

3. What are the benefits of using the Exponential Family of Distributions?

The Exponential Family of Distributions has several advantages, including its mathematical simplicity, flexibility, and wide range of applications. It allows for easy parameter estimation and inference, as well as the ability to model a variety of data types such as continuous, discrete, and count data.

4. How are the parameters of the Exponential Family of Distributions related?

The parameters of the Exponential Family of Distributions are related through a set of equations known as the moment equations. These equations express the moments of the distribution in terms of the parameters, allowing for easy estimation of the parameters based on observed data.

5. What are some common uses of the Exponential Family of Distributions?

The Exponential Family of Distributions is commonly used in statistical modeling and data analysis. It is also used in machine learning algorithms, such as in the popular generalized linear models (GLMs), which use distributions from the Exponential Family to model the relationship between predictors and response variables.

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