Boundedness of Variance Functions of Natural Exponential Families with Unbounded Support

The variance function (VF) is central to natural exponential family (NEF) theory. Prompted by an online query about whether, beyond the classical normal NEF, other real-line NEFs with bounded VFs exist, we establish three complementary sets of sufficient conditions that yield many such families. One...

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Bibliographic Details
Main Author: Shaul K. Bar-Lev
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/13/13/2045
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