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Les familles exponentielles statistiques invariantes par les groupes du cône et du paraboloide de révolution

Published online by Cambridge University Press:  14 July 2016

Gérard Letac
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Abstract

Statistical exponential families invariant with respect to the groups of the cone or the paraboloid of revolution are discussed. B(x, y) denotes the symmetric bilinear form on x 0 y 0 – x 1 y 1 – ·· ·– xdyd on ℝd+1, C denotes the cone of revolution in ℝd+1 {x; B(x,x) > 0 and x 0 > 0}, and, for p > ½(d−1), μ p is the positive measure on ℝd+1 defined by its Laplace transform ⨍ exp (B(x,y))μp (dy) = (B(y,y))−p for y on C. More precisely, if p > ½ (d−1) one has and μ½(d−1) concentrated on the boundary ∂C. This paper studies the natural exponential families

Information

Type
Part 2 Probabilistic Methods
Information
Journal of Applied Probability , Volume 31 , Issue A , 1994 , pp. 71 - 95
Copyright
Copyright © Applied Probability Trust 1994 

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