On the Fiducial Distribution of the Multiparameter Exponential Family

Document Type : Original Article

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Abstract

The problem of deriving the multivariate fiducial distribution, by means of the step-by-step argument, has been discussed recently by Pederson [1]. In this note we derive the fiducial distribution for the multiparameter exponential family. The assumed form for the multiparameter exponential distribution fulfils the factorization requirement for applying the step-by-step argument.

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