This book provides a concise introduction to exponential families. Parametric families of probability distributions and their properties are extensively studied in the literature on statistical modeling and inference. Exponential families of distributions comprise density functions of a particular form, which enables general assertions and leads to nice features. With a focus on parameter estimation and hypotheses testing, the text introduces the reader to distributional and statistical properties of multivariate and multiparameter exponential families along with a variety of detailed examples. The material is widely self-contained and written in a mathematical setting. It may serve both as a concise, mathematically rigorous course on exponential families in a systematic structure and as an introduction to Mathematical Statistics restricted to the use of exponential families.
- ISBN13 9783030818999
- Publish Date 8 October 2021
- Publish Status Active
- Publish Country CH
- Imprint Springer Nature Switzerland AG
- Edition 1st ed. 2021
- Format Paperback
- Pages 142
- Language English