Proving the Inverse Gaussian Distribution Belongs to the Exponential Family
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Proving the Inverse Gaussian Distribution Belongs to the Exponential Family
138 просмотров · 2 недели назад
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138 просмотров · 2 недели назад
In this video, we prove that the Inverse Gaussian distribution belongs to the Exponential Family of Distributions through a complete step-by-step derivation.
After obtaining the exponential family form, we also derive:
Mean E(Y)
Variance Var(Y)
Canonical link function
This proof is useful for students studying:
Generalized Linear Models (GLMs)
Statistical Learning
Machine Learning
Mathematical Statistics
Data Science