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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| 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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