User:Apassala

Generalized linear model -- change sign in front of c
This is the formula of density function of exponential family of distributions in "Generalized linear model" page.


 * $$ f_Y(y; \theta, \tau) = \exp{\left(\frac{a(y)b(\theta) - c(\theta)}

{h(\tau)} + d(y,\tau) \right)}. \,\!$$

It is OK if the sign in front of c(θ) is minus. But, the formula for mean and variance should be changed accordingly. If not, the formula is incorrect.

The mean must be


 * $$ \mu = \operatorname{E}(Y) = c'(\theta). \,\!$$

The variance must be


 * $$\operatorname{Var}(Y) = c''(\theta) h(\tau). \,\!$$

Anreto (talk) 05:18, 29 September 2008 (UTC)