Suppose Y 1 ,...,Y N are independent random variables, each with the Pareto distribution and E(Y i ) = (ß 0 + ß 1 x i ) 2 Is this a generalized linear model? Give reasons for your answer. This is what...


Suppose Y1,...,YN
are independent random variables, each with the Pareto distribution and


E(Yi) = (ß0
+ ß1xi)2


Is this a generalized linear model? Give reasons for your answer.




This is what I know:


I know that the Pareto distribution is part of the exponential family. So, it meets the first criteria for a generalized linear model.


However, I cannot figure out if this question is canonical, natural, or neither. For example, I know some exponential families are not in the exponential dispersion family used in generalized linear models unless a scale parameter is added and interpreted as a dispersion parameter.




This is what I need help with:


Please explain if this question is canonical, natural, or neither and to recognize the difference.
Thanks!




Jun 04, 2022
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