The probability density function of a known distribution is 1 f(u10) = T O exp (-), y>0, r(v) where I(v) is the Gamma function, and 0, v > 0. (a) Show that this distribution falls within the exponential family given v is known. Specify the components: a(y), b(0), c(0), d(y). (b) Find the mean and variance of this distribution using the expressions obtained in part (a). Results should be given in terms of 0 and v. (c) Point out one practical issue with model fitting when the canonical link function is used.

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
Problem 29CR
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The probability density function of a known distribution is
1
f(ul0) = T ()exp (-), y>0,
r(v)
where I(v) is the Gamma function, and 0, v > 0.
(a) Show that this distribution falls within the exponential family given v is known.
Specify the components: a(y), b(0), c(0), d(y).
(b) Find the mean and variance of this distribution using the expressions obtained in
part (a). Results should be given in terms of 0 and v.
(c) Point out one practical issue with model fitting when the canonical link function
is used.
Transcribed Image Text:The probability density function of a known distribution is 1 f(ul0) = T ()exp (-), y>0, r(v) where I(v) is the Gamma function, and 0, v > 0. (a) Show that this distribution falls within the exponential family given v is known. Specify the components: a(y), b(0), c(0), d(y). (b) Find the mean and variance of this distribution using the expressions obtained in part (a). Results should be given in terms of 0 and v. (c) Point out one practical issue with model fitting when the canonical link function is used.
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