Regular Probability Models
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Surveys the different types of probability models for which statistical methods will be later constructed. It describes what situations they are suitable for, and derives some of their key properties, including their behaviour under transformation. It also introduces the exponential family of distributions as a unifying framework for later results to be stated in more generality. The last part of the chapter considers the problem of choosing a particular type of model, whether by first principles or by means of exploratory data analysis, using numerical and graphical summaries.