Variance function: Difference between revisions

Revision as of 21:08, 27 May 2015

Revision as of 08:19, 4 July 2015

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</math>

with loglikelihood,

:<math>\operatorname{l}(\theta,y,\phi)=\log(\operatorname{f}(y,\theta,\phi)) = \frac{y\theta - b(\theta)}{\phi} - c(y,\phi)

</math>

Here, <math>\theta</math> is the canonical parameter and the parameter of interest, and <math>\phi</math> is a nuisance parameter which plays a role in the variance.