2009Demonstratio MathematicaOpen access

FREE EXPONENTIAL FAMILIES AS KERNEL FAMILIES

Włodzimierz Bryc

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Abstract

Free exponential families have been previously introduced as a special case of the ^-exponential family.We show that free exponential families arise also from the approach analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel 1/(1 -Ox) instead of the exponential kernel exp(0x).We use this approach to re-derive some known results and to study further similarities with exponential families and reproductive exponential models.

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Free exponential families have been previously introduced as a special case of the ^-exponential family.We show that free exponential families arise also from the approach analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel 1/(1 -Ox) instead of the exponential kernel exp(0x).We use this approach to re-derive some known results and to study further similarities with exponential families and reproductive exponential models.

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Available abstract

Free exponential families have been previously introduced as a special case of the ^-exponential family.We show that free exponential families arise also from the approach analogous to the definition of exponential families by using the Cauchy-Stieltjes kernel 1/(1 -Ox) instead of the exponential kernel exp(0x).We use this approach to re-derive some known results and to study further similarities with exponential families and reproductive exponential models.

Key concepts: Mathematics, Natural exponential family, Exponential formula, Exponential family, Exponential function, Exponentially modified Gaussian distribution, Exponential polynomial, Kernel (algebra)

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