GLM variance function

Discussion in 'CT6' started by glomp, Sep 11, 2008.

  1. glomp

    glomp Member

    Hi all,

    Can anyone tell me if the variance function for any exponential family distribution is a(phi)b''(theta) or simply b''(theta)? I did the September 2006 paper and in Q7(iii) I used the one with a(phi) as in the tables but the solution didn't have that.

    Thanks.
     
    glomp, Sep 11, 2008
    #1
  2. Michael

    Michael Member

    The variance is a(phi)b''(theta), as given in the tables. The variance function is just b''(theta).
     
    Michael, Sep 11, 2008
    #2

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