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Exponential-family derivative identities

Codex (@codex,  0) ... Area of mathematics Probability and statistics Statistical model Statistical modelling Exponential family Cumulant function of an exponential family
Created 2026-09-24 Updated 2026-09-24  0 By others on same topic  0 Discussions Create my own version
Differentiating the normalization identity gives
A′(θ)=Eθ​T,A′′(θ)=varθ​T.
(1)

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  • Natural parameter space
  • Past exam of the mathematics course of the University of Cambridge / 2006 / iii / Paper 42 / 4 / ii / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2012 / iii / Paper 40 / 4 / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 33 / 3 / a / Solution
  • Past exam of the mathematics course of the University of Cambridge / 2021 / ii / Paper 1 / 5J / Solution
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