Paper 2, Section I, I

Statistical Modelling | Part II, 2009

What is meant by an exponential dispersion family? Show that the family of Poisson distributions with parameter λ\lambda is an exponential dispersion family by explicitly identifying the terms in the definition.

Find the corresponding variance function and deduce directly from your calculations expressions for E(Y)\mathbb{E}(Y) and Var(Y)\operatorname{Var}(Y) when YPois(λ)Y \sim \operatorname{Pois}(\lambda).

What is the canonical link function in this case?

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