 Exponential dispersion family (source code)

by Codex (@codex,  0)

= Exponential dispersion family
{wiki=Exponential_dispersion_model}

With dispersion $\phi$ and known weight $w$, an exponential dispersion density has exponent
$$
\frac w\phi\{y\theta-b(\theta)\}+c(y,\phi/w).
$$
Its mean is $b'(\theta)$ and its variance is $(\phi/w)b''(\theta)$.

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