Abstract
A general form is obtained for the finite-dimensional exponential family invariant with respect to a locally compact group G when it is defined on the measurable quotient spade (G/Γ,A,μ) of this group with respect to a subgroup Γ. Conditions for the existence of such families are derived. Examples are given of exponential families on a compact homogeneous space, and the general form of families in Rn invariant with respect to GL(n) is obtained.
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Translated from Matematicheskie Zametki, Vol. 7, No. 6, pp. 707–715, June, 1970.
The author wishes to thank V. N. Tutubalin for his great interest in this work.
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Sapozhnikov, P.N. Invariant finite-dimensional exponential families on homogeneous spaces. Mathematical Notes of the Academy of Sciences of the USSR 7, 427–431 (1970). https://doi.org/10.1007/BF01093600
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DOI: https://doi.org/10.1007/BF01093600