Exponential Family and Link Functions
Free SOA Exam SRM (Statistics for Risk Modeling) lesson in Linear Models. 17 min read, ~2,597 words.
A distribution is in the exponential family if its density can be written. Members include normal, binomial, Poisson, gamma, inverse Gaussian, and negative binomial (with fixed dispersion). is the canonical (natural) parameter; is the dispersion parameter;;. The link function connects the linear predictor to the mean:. The canonical link sets...
Read the full lesson, free →
Worked examples, audio narration, and practice. No signup to read.
What this lesson covers
- Content
- Example 1
- Example 2
- Common Mistakes
- Key Takeaways
- Exam Shortcuts
Learning objectives
- 2b
Browse all free Exam SRM lessons or jump into free Exam SRM practice questions.