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WROCŁAW UNIVERSITY
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Contents of PMS, Vol. 1, Fasc. 1,
pages 95 - 98
 

A DISTANCE THEOREM FOR EXPONENTIAL FAMILIES

Bradley Efron

Abstract: Two members of an exponential family can be represented as two points in the natural parameter space of that family or as two points in the expectation parameter space. The theorem describes a simple relation between the interpoint distances in the two spaces, also relating to the symmetrical Kullback-Leibler distance between the two distributions.

2000 AMS Mathematics Subject Classification: Primary: -; Secondary: -;

Key words and phrases: -

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