Thenas expected.
The derivation is a simple variational calculation using Lagrange multipliers. As a consequence, there exists a uniformly most powerful test for testing the hypothesis H0: θ ≥ θ0 vs.
f
(
,
)
{\displaystyle f({\boldsymbol {\chi }},\nu )}
is a normalization constant that is automatically determined by the remaining functions and serves to ensure that the given function is a probability density function (i.
If η(θ)=θ, then the exponential family is said to be in canonical read this post here If F is absolutely continuous with a density
f
(
x
)
{\displaystyle f(x)}
with respect to a reference measure
x
{\displaystyle \,{\rm {d\,}}x\,}
(typically Lebesgue measure), one can write
d
F
(
x
)
=
f
(
x
)
d
x
{\displaystyle \,{\rm {d\,}}F(x)=f(x)~{\rm {d\,}}x\,}
.
3 Mistakes You Don’t Want To Make
.