In this paper it is proved that, for a natural exponential family, the fact that a fixed quantile is equal to the natural parameter imples that the family is gaussian. Analogously if a fixed quantile is equal to the reciprocal of minus the natural parameter implies that the family is Gamma.
Location and scale behaviour of the quantiles of a natural exponential family / Piccioni, Mauro; Kołodziejek, Bartosz; Letac, Gerard. - In: ESAIM: PROBABILITY AND STATISTICS. - ISSN 1262-3318. - 24:(2020), pp. 244-251. [10.1051/ps/2019009]
Location and scale behaviour of the quantiles of a natural exponential family
Mauro PiccioniPrimo
;
2020
Abstract
In this paper it is proved that, for a natural exponential family, the fact that a fixed quantile is equal to the natural parameter imples that the family is gaussian. Analogously if a fixed quantile is equal to the reciprocal of minus the natural parameter implies that the family is Gamma.File allegati a questo prodotto
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