指数型分布族に

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In probability and statistics an exponential family is a parametric set of probability distributions of a certain form specified below. 指数型分布族の言葉を使えばスマートですが指数型分布族について解説記事を書いてないのでふわっとした説明にとどめます cdot は内積の意味でここにxについての線形性があります gamma はxの一部と思いたいので基本的にxと gamma の独立性は仮定しません わざわざ.


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This special form is chosen for mathematical convenience 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.

. Glmは反応変数または目的変数が 正規分布以外にも 2項分布 ポアソン分布 ガンマ分布などを含む指数型分布族に従う ポイントは反応変数の期待値と説明変数の線形成分を 単調かつ微分可能なリンク関数 g で関連付ける点これにより 01 や離散値を扱える.


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