A multivariate generalization of the exponential dispersion family (4.14) is f(y i ; i , )
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A multivariate generalization of the exponential dispersion family (4.14) is f(yi; θi, ϕ) = exp{[yi’ θi – b(θi)]/α(ϕ) + c(yi, ϕ)}, where θi is the natural parameter. Show that the multinomial variate yi defined in Section 7.1.5 for a single trial with parameters {πj, j = 1,..., j – 1} is the (J – 1)-parameter exponential family, with baseline-category logits as natural parameters.
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