Exponential family (original) (raw)

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En probabilitat i estadística, una família exponencial és una família de distribucions de probabilitat amb paràmetre θ, possiblement vectorial, tal que la seva funció de densitat de probabilitat (o funció de massa de probabilitat, en el cas de distribucions discretes) pot prendre la forma a on: * són funcions que depenen només de x (i no de θ). * són funcions que depenen només de θ (i no de x). Les densitats d'una família exponencial tenen bones propietats matemàtiques i estadístiques. Algunes de les famílies de distribucions més comunes (normal, beta, gamma…) són famílies exponencials.

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dbo:abstract En probabilitat i estadística, una família exponencial és una família de distribucions de probabilitat amb paràmetre θ, possiblement vectorial, tal que la seva funció de densitat de probabilitat (o funció de massa de probabilitat, en el cas de distribucions discretes) pot prendre la forma a on: * són funcions que depenen només de x (i no de θ). * són funcions que depenen només de θ (i no de x). Les densitats d'una família exponencial tenen bones propietats matemàtiques i estadístiques. Algunes de les famílies de distribucions més comunes (normal, beta, gamma…) són famílies exponencials. (ca) In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, including the enabling of the user to calculate expectations, covariances using differentiation based on some useful algebraic properties, as well as for generality, as exponential families are in a sense very natural sets of distributions to consider. The term exponential class is sometimes used in place of "exponential family", or the older term Koopman–Darmois family. The terms "distribution" and "family" are often used loosely: specifically, an exponential family is a set of distributions, where the specific distribution varies with the parameter; however, a parametric family of distributions is often referred to as "a distribution" (like "the normal distribution", meaning "the family of normal distributions"), and the set of all exponential families is sometimes loosely referred to as "the" exponential family. They are distinct because they possess a variety of desirable properties, most importantly the existence of a sufficient statistic. The concept of exponential families is credited to E. J. G. Pitman, G. Darmois, and B. O. Koopman in 1935–1936. Exponential families of distributions provides a general framework for selecting a possible alternative parameterisation of a parametric family of distributions, in terms of natural parameters, and for defining useful sample statistics, called the natural sufficient statistics of the family. (en) In der Wahrscheinlichkeitstheorie und in der Statistik ist eine Exponentialfamilie (oder exponentielle Familie) eine Klasse von Wahrscheinlichkeitsverteilungen einer ganz bestimmten Form. Man wählt diese spezielle Form, um bestimmte Rechenvorteile auszunutzen oder aus Gründen der Verallgemeinerung. Exponentialfamilien sind in gewissem Sinne sehr natürliche Verteilungen und eine dominierte Verteilungsklasse, was viele Vereinfachungen in der Handhabung mit sich bringt. Das Konzept der Exponentialfamilien geht zurück auf E. J. G. Pitman, G. Darmois,und B. O. Koopman (1935–6). (de) En probabilidad y estadística, la familia exponencial es una clase de distribuciones de probabilidad cuya formulación matemática puede expresarse de la manera que se especifica debajo. Esta formulación confiere a las distribuciones de esta familia una serie de propiedades algebraicas y estadísticas muy convenientes. El concepto de la familia exponencial fue introducido por​ ,​ G. Darmois,​ and ​ en 1935. (es) Une famille exponentielle est un objet mathématique qui est, en probabilité et en statistique, une classe de lois de probabilité dont la forme générale est donnée par : où est la variable aléatoire, est un paramètre et est son paramètre naturel. (fr) 指数型分布族(しすうがたぶんぷぞく)は、以下のように定義される、特定の形式の確率分布。有用な代数的特性を持つ。 指数型分布族の概念は、1935 – 1936年に、EJG Pitman、G. Darmois 、BO Koopmanらによって与えられた。 (ja) 지수족(exponential family)은 지수함수와 연관되어 있는 특정 확률분포 종류를 가리키는 말로, 정규 분포나 감마 분포, 다항 분포 등 일반적으로 널리 사용되는 분포들이 다수 포함되어 있다. (ko) In de kansrekening en de statistiek is een exponentiële familie een klasse kansverdelingen die in een speciale vorm geschreven kunnen worden. Van dergelijke kansverdelingen zegt men dat ze behoren tot de exponentiële klasse. De bedoelde speciale vorm is gekozen voor het wiskundig gemak, vanwege een aantal algebraïsche eigenschappen, maar ook omdat exponentiële families in bepaald opzicht heel natuurlijk zijn. Het begrip is geïntroduceerd in 1935-1936 door , en . (nl)
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rdfs:comment En probabilitat i estadística, una família exponencial és una família de distribucions de probabilitat amb paràmetre θ, possiblement vectorial, tal que la seva funció de densitat de probabilitat (o funció de massa de probabilitat, en el cas de distribucions discretes) pot prendre la forma a on: * són funcions que depenen només de x (i no de θ). * són funcions que depenen només de θ (i no de x). Les densitats d'una família exponencial tenen bones propietats matemàtiques i estadístiques. Algunes de les famílies de distribucions més comunes (normal, beta, gamma…) són famílies exponencials. (ca) In der Wahrscheinlichkeitstheorie und in der Statistik ist eine Exponentialfamilie (oder exponentielle Familie) eine Klasse von Wahrscheinlichkeitsverteilungen einer ganz bestimmten Form. Man wählt diese spezielle Form, um bestimmte Rechenvorteile auszunutzen oder aus Gründen der Verallgemeinerung. Exponentialfamilien sind in gewissem Sinne sehr natürliche Verteilungen und eine dominierte Verteilungsklasse, was viele Vereinfachungen in der Handhabung mit sich bringt. Das Konzept der Exponentialfamilien geht zurück auf E. J. G. Pitman, G. Darmois,und B. O. Koopman (1935–6). (de) En probabilidad y estadística, la familia exponencial es una clase de distribuciones de probabilidad cuya formulación matemática puede expresarse de la manera que se especifica debajo. Esta formulación confiere a las distribuciones de esta familia una serie de propiedades algebraicas y estadísticas muy convenientes. El concepto de la familia exponencial fue introducido por​ ,​ G. Darmois,​ and ​ en 1935. (es) Une famille exponentielle est un objet mathématique qui est, en probabilité et en statistique, une classe de lois de probabilité dont la forme générale est donnée par : où est la variable aléatoire, est un paramètre et est son paramètre naturel. (fr) 指数型分布族(しすうがたぶんぷぞく)は、以下のように定義される、特定の形式の確率分布。有用な代数的特性を持つ。 指数型分布族の概念は、1935 – 1936年に、EJG Pitman、G. Darmois 、BO Koopmanらによって与えられた。 (ja) 지수족(exponential family)은 지수함수와 연관되어 있는 특정 확률분포 종류를 가리키는 말로, 정규 분포나 감마 분포, 다항 분포 등 일반적으로 널리 사용되는 분포들이 다수 포함되어 있다. (ko) In de kansrekening en de statistiek is een exponentiële familie een klasse kansverdelingen die in een speciale vorm geschreven kunnen worden. Van dergelijke kansverdelingen zegt men dat ze behoren tot de exponentiële klasse. De bedoelde speciale vorm is gekozen voor het wiskundig gemak, vanwege een aantal algebraïsche eigenschappen, maar ook omdat exponentiële families in bepaald opzicht heel natuurlijk zijn. Het begrip is geïntroduceerd in 1935-1936 door , en . (nl) In probability and statistics, an exponential family is a parametric set of probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, including the enabling of the user to calculate expectations, covariances using differentiation based on some useful algebraic properties, as well as for generality, as exponential families are in a sense very natural sets of distributions to consider. The term exponential class is sometimes used in place of "exponential family", or the older term Koopman–Darmois family. The terms "distribution" and "family" are often used loosely: specifically, an exponential family is a set of distributions, where the specific distribution varies with the parameter; however, a parametric family of distributions (en)
rdfs:label Família exponencial (ca) Exponentialfamilie (de) Familia exponencial (es) Exponential family (en) Famille exponentielle (fr) 指数型分布族 (ja) 지수족 (ko) Exponentiële familie (nl)
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