Abstract
It is often convenient to assume that X and X {pipe} Y are in the same exponential family. By considering X as the "parameter" and Y as the "data", the problem becomes determining which exponential families X {pipe} Y have conjugate priors. We develop a necessary condition for conjugacy. One-dimensional exponential families can be conjugate only if they have exactly two support points.
Original language | English (US) |
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Pages (from-to) | 650-654 |
Number of pages | 5 |
Journal | Statistics and Probability Letters |
Volume | 83 |
Issue number | 2 |
DOIs | |
State | Published - Feb 2013 |
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty