Suppose g(t|) = h(t)c()ew()t,t is a one-parameter exponential family for the random variable T. Show that this

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Suppose g(t|θ) = h(t)c(θ)ew(θ)t,t is a one-parameter exponential family for the random variable T. Show that this family has an MLR if w(θ) is an increasing function of θ. Give three examples of such a family.

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Statistical Inference

ISBN: 978-0534243128

2nd edition

Authors: George Casella, Roger L. Berger

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Question Posted: May 26, 2016 05:27 AM

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Suppose g(t|) = h(t)c()ew()t,t is a one-parameter exponential family for the random variable T. Show that this

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