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A Unique Area Property of the Quadratic Function

โœ Scribed by Connie Xu


Book ID
124058898
Publisher
Mathematical Association of America
Year
2014
Tongue
English
Weight
263 KB
Volume
87
Category
Article
ISSN
0025-570X

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We give a characterization of the natural exponential family with quadratic variance function in terms of a discrete-time reverse martingale-like property. The proof of this result is based on the properties of the set of UMVU estimable functions.