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On the bilateral truncated exponential distribution. (English) Zbl 1130.62307
Summary: There is a special class of probability distributions, namely the exponential family of probability distributions, for which complete sufficient statistics with fixed dimension always exist. This class includes some, but not all, of the commonly used distributions. The objective of this paper is to give some definitions and some properties for some probability distributions which belong to such class. Also, we investigate some measures of the information of the unknown parameters which appear in such exponential family.
MSC:
62E10 Characterization and structure theory of statistical distributions
62B10 Statistical aspects of information-theoretic topics
62B05 Sufficient statistics and fields
62E15 Exact distribution theory in statistics
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