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Gamma exponential dispersion family

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Gamma distribution
Created 2026-09-29 Updated 2026-10-03  0 By others on same topic  0 Discussions Create my own version
Writing ϕ=1/a, θ=−r/a<0, and b(θ)=−log(−θ) puts the gamma density into exponential dispersion family form
f(y;θ,ϕ)=a(y,ϕ)exp(ϕyθ−b(θ)​),a(y,ϕ)=Γ(1/ϕ)ϕ1/ϕy1/ϕ−1​.
(1)
Its mean is a/r and its variance is a/r2.

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  • 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 / 2019 / ii / Paper 1 / 5J / Solution

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