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On some properties of Cauchy-Stieltjes kernel families

Author name : RAOUF . . FAKHFAKH
Publication Date : 2021-12-01
Journal Name : Indian Journal of Pure and Applied Mathematics

Abstract

We explore properties of Cauchy-Stieltjes Kernel (CSK) families that have the same counterpart in natural exponential families (NEFs). We determine the variance function of the finite mixtures of a CSK family with its length-biased family. We also prove that, for a more natural definition for the domain of means, the new domain of means scale nicely under affine transformation.

Keywords

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Publication Link

https://link.springer.com/article/10.1007/s13226-021-00020-z

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