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Exponential dispersion model information


In probability and statistics, the class of exponential dispersion models (EDM), also called exponential dispersion family (EDF), is a set of probability distributions that represents a generalisation of the natural exponential family.[1][2][3] Exponential dispersion models play an important role in statistical theory, in particular in generalized linear models because they have a special structure which enables deductions to be made about appropriate statistical inference.

  1. ^ Jørgensen, B. (1987). Exponential dispersion models (with discussion). Journal of the Royal Statistical Society, Series B, 49 (2), 127–162.
  2. ^ Jørgensen, B. (1992). The theory of exponential dispersion models and analysis of deviance. Monografias de matemática, no. 51.
  3. ^ Marriott, P. (2005) "Local Mixtures and Exponential Dispersion Models" pdf

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