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Simulation Study for Central Limit Theorem for Exponential Families | ||
| Tikrit Journal of Pure Science | ||
| Article 1, Volume 14, Issue 3, 2009, Pages 250-261 | ||
| Abstract | ||
| This paper shows that under regularity conditions and if are iid from a k–parameter regular exponential family with complete sufficient statistic with , then where is the information matrix of the natural parameterization of the family. And also we can use the delta method in finding the Expectation and Variance for the complex function . In this paper, I generate random numbers for 2 continuous distributions and 2 discrete distributions which belong to the Exponential Family, the result of Simulation appears that the Central Limit Theorem has a good approximation for the Normal distribution . | ||
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