Total positivity properties of the bivariate diagonal natural exponential families

The diagonal natural exponential families (NEFs) on [real]r were defined and classified recently by Bar-Lev et al. (1994). In this paper, we apply explicit formulas for the Mehler kernels of certain bivariate diagonal NEF classes to develop the total positivity properties of these NEFs and the variation-diminishing properties of their Mehler kernels.

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Year of publication:	1996
Authors:	Lu, I-Li ; Richards, Donald
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 26.1996, 2, p. 119-124
Publisher:	Elsevier
Keywords:	Charlier polynomials gamma distribution Hermite polynomials Laguerre polynomials Mehler's formula Meixner polynomials multinomial distribution natural exponential family negative multinomial distribution normal distribution orthogonal polynomials Poisson distribution

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005223149