• 제목/요약/키워드: Bhattacharyya matrix

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CHARACTERIZATIONS OF SOME POLYNOMIAL VARIANCE FUNCTIONS BY d-PSEUDO-ORTHOGONALITY

  • KOKONENDJI CELESTIN C.
    • Journal of applied mathematics & informatics
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    • 제19권1_2호
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    • pp.427-438
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    • 2005
  • From a notion of d-pseudo-orthogonality for a sequence of poly-nomials ($d\;\in\;{2,3,\cdots}$), this paper introduces three different characterizations of natural exponential families (NEF's) with polynomial variance functions of exact degree 2d-1. These results provide extended versions of the Meixner (1934), Shanbhag (1972, 1979) and Feinsilver (1986) characterization results of quadratic NEF's based on classical orthogonal polynomials. Some news sets of polynomials with (2d-1)-term recurrence relation are then pointed out and we completely illustrate the cases associated to the families of positive stable distributions.