Consider the density function given by f(y; 0,0)= od(y, o) 1+ y exp{[ye+1-02/0}, -...

 

Transcribed Image Text:

Consider the density function given by f(y; 0,0)= od(y, o) √1+ y² exp{[ye+√1-02/0}, -∞<y<∞0, where dy, o) is a normalising function, 0 <0 < 1, and > 0. [total: 25 marks] (a) Show that the associated distribution belongs to the exponential family. [10 marks] (b) Find the variance function. [5 marks] (c) Obtain the deviance function by assuming a random sample Y₁..... Y, (independent random variables) from this distribution with respective means ... and dispersion parameter o. [10 marks] Consider the density function given by f(y; 0,0)= od(y, o) √1+ y² exp{[ye+√1-02/0}, -∞<y<∞0, where dy, o) is a normalising function, 0 <0 < 1, and > 0. [total: 25 marks] (a) Show that the associated distribution belongs to the exponential family. [10 marks] (b) Find the variance function. [5 marks] (c) Obtain the deviance function by assuming a random sample Y₁..... Y, (independent random variables) from this distribution with respective means ... and dispersion parameter o. [10 marks]

Answer rating: 100% (QA)

From the image provided you have a density function of the form fy dy1y2 expy1 2 Now lets address the questions one by one a To show that the associated distribution belongs to the exponential family ... View the full answer