A DISTANCE THEOREM FOR EXPONENTIAL FAMILIES
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: -