the log of the density function

logdensity=log f(y;θ) is specified here.

[Graphics:../Images/index_gr_273.gif]
[Graphics:../Images/index_gr_274.gif]

Since [Graphics:../Images/index_gr_275.gif], the cumulant function is defined formally by [Graphics:../Images/index_gr_276.gif]. The expectation parameter vector is defined by [Graphics:../Images/index_gr_277.gif]. The potential function φ(η) is defined by [Graphics:../Images/index_gr_278.gif]. The two parametrizations are related to each other by [Graphics:../Images/index_gr_279.gif]and [Graphics:../Images/index_gr_280.gif].

Without losing generality, we assume [Graphics:../Images/index_gr_281.gif] and [Graphics:../Images/index_gr_282.gif].


Converted by Mathematica      July 21, 2003