On an exponential family

Abstract

This paper considers a generalization of the exponential type distributions in the class of exponential families. A characterization and a method of generating an exponential family from a given family are given. In particular the generalized gamma, the generalized Poisson, the inverse Gaussian distributions belonging to this family are discussed. The approximations of the cumulative sums for the generalized gamma and the generalized Poisson by the Chi-square are considered. Some of the results are extended to the bivariate case.

Keywords:

• Generalized exponential type family
• generalized gamma
• generalized POISSON
• inverse GAUSSIAN
• cumulants
• characterization
• convolutions
• identities
• bivariate case