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→Probability distribution: Formula for second derivative of A was incorrect. Need to divide by the dispersion, not multiply. |
KGrammatikos (talk | contribs) m →Probability distribution: Corrected error on the variance of exponential families, verified with reference 2. |
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Under this scenario, the variance of the distribution can be shown to be<ref>{{harvnb|McCullagh|Nelder|1989}}, Chapter 2.</ref>
:<math>\operatorname{Var}(\mathbf{y}) = \nabla^2 A(\boldsymbol\theta)
For scalar <math>\mathbf{y}</math> and <math>\boldsymbol\theta</math>, this reduces to
:<math>\operatorname{Var}(y) = A''(\theta)
=== Linear predictor ===
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