AISM 52, 426-437

Asymptotic distribution of estimated affinity
between multiparameter exponential families

Steven T. Garren

Department of Statistics, University of Virginia, 104 Halsey Hall, Charlottesville, VA 22903, U.S.A.

(Received September 1, 1998; revised February 8, 1999)

Abstract.    Let F1,..., FJ be the distributions of J independent multiparameter exponential families, and rhoJ(F1,..., FJ) denote the affinity between F1,..., FJ. We consider the problem of estimating rhoJ on the basis of independent random samples from these distributions. Subject to some mild regularity conditions, we derive the asymptotic distribution of the maximum likelihood estimator of rhoJ. Applications to hypothesis testing and discriminant analysis are discussed, and an example is provided.

Key words and phrases:    Affinity, asymptotic distribution, distance measure, exponential family.

Source ( TeX , DVI )