On Characterization of Multiparameter Exponential Family and of some Irregular Families of Distributions

Abstract

A characterization through moments given by Khatri (1959) for p.s.d. and by Jani (1993) for one-parameter exponential family has been extended for the wider class viz. multiparameter and multivariate exponential family of distributions. The same problem has beon studied also for some non-exponential families where the support contains the parameter(s), called irregular families of distributions.