Abstract
We use the Umbral Calculus to investigate the relation between natural exponential families and Sheffer polynomials. As a corollary, we obtain a new transparent proof of Feinsilver’s theorem which says that natural exponential families have a quadratic variance function if and only if their associated Sheffer polynomials are orthogonal.
Author supported NATO CRG 930554.
Author partially supported by URA CNRS 1304, EC grant CHRX-CT93-0400, the PRC Maths-Info, and NATO CRG 930554.
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© 1998 Birkhäuser
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di Bucchianico, A., Loeb, D.E. (1998). Natural Exponential Families and Umbral Calculus. In: Sagan, B.E., Stanley, R.P. (eds) Mathematical Essays in honor of Gian-Carlo Rota. Progress in Mathematics, vol 161. Birkhäuser Boston. https://doi.org/10.1007/978-1-4612-4108-9_9
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DOI: https://doi.org/10.1007/978-1-4612-4108-9_9
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