A random variable is equi-dispersed if its mean equals its variance. A Poisson distribution is a classical example of this phenomenon. However, a less well-known fact is that the class of normal densities that are equi-dispersed constitutes a one parameter exponential family. In the present article our main focus is on univariate and bivariate models with equi-dispersed normal component distributions. We discuss distributional features of such models, explore inferential aspects and include an example of application of equi-dispersed models. Some related models are discused in Appendices.
翻译:如果一个随机变量的平均值等于其差异,则该变量即为等同分布。Poisson分布是这一现象的一个典型例子。然而,一个不太广为人知的事实是,正常密度等级的均匀分布构成一个参数指数式的大家庭。在本条中,我们主要关注的是带有等分散正常成分分布的单向和双向模型。我们讨论这些模型的分布特征,探讨推论方面,并包括应用等分散模型的例子。一些相关的模型在附录中被分解。