For the two following pmfs with one parameter \theta that are written in the form

\displaystyle \displaystyle f_\theta (y) \displaystyle = \displaystyle h(y) e^{w(\theta ,y)},
first decompose \, w(\theta ,y)\, as

\displaystyle \displaystyle w(\theta ,y) \displaystyle = \displaystyle \eta (\theta )T(y)-B(\theta ),
then enter the product \eta (\theta )T(y) below. Select the distribution that f_\theta defines.

For \, f_\theta (y)\, =\, e^{w(\theta ,y)}\, where

\displaystyle \displaystyle \, w(\theta ,y)=y\ln (\theta )+(1-y)\ln (1-\theta )\,
and \, y=0,1,\, \theta \in (0,1):

\eta (\theta ) T(y)=\quad
unanswered

What distribution does the pmf f_\theta (y) define?

\mathcal{N}(\theta ,1)

\mathcal{N}(1,\theta )

\textsf{Ber}(\theta )

\textsf{Poiss}(\theta )

none of the above
unanswered
For \, \displaystyle f_\theta (y)\, =\, \frac{1}{y!} e^{w(\theta ,y)}\, where \, w(\theta ,y)=-\theta +y\ln (\theta ),\, and \, y=0,1,2,\ldots ,\, \theta \in (0,1):

\eta (\theta ) T(y)=\quad
unanswered

What distribution does the pmf f_\theta (y) define?

\mathcal{N}(\theta ,1)

\mathcal{N}(1,\theta )

\textsf{Ber}(\theta )

\textsf{Poiss}(\theta )

none of the above

1 answer

For the first pmf, we have:

\[\displaystyle \displaystyle w(\theta ,y)=y\ln (\theta )+(1-y)\ln (1-\theta )\]

We can decompose \(\displaystyle w(\theta ,y)\) as:

\[\displaystyle \displaystyle w(\theta ,y)=y\ln (\theta )+(1-y)\ln (1-\theta )=-\ln(1-\theta)+y\ln \left(\frac{\theta}{1-\theta}\right)\]

So, we have:

\[\displaystyle \displaystyle \eta (\theta )T(y)=-\ln(1-\theta)\]

This corresponds to the logarithm of the odds ratio in the Bernoulli distribution. Therefore, the distribution that \(\displaystyle f_{\theta}(y)\) defines is \textsf{Ber}(\(\displaystyle \theta\)).

For the second pmf, we have:

\[\displaystyle \displaystyle w(\theta ,y)=-\theta +y\ln(\theta)\]

We can decompose \(\displaystyle w(\theta ,y)\) as:

\[\displaystyle \displaystyle w(\theta ,y)=-\theta +y\ln(\theta)=-(-\theta+y\ln(\theta))\]

So, we have:

\[\displaystyle \displaystyle \eta (\theta )T(y)=-\theta\]

This corresponds to the parameter value in the Poisson distribution. Therefore, the distribution that \(\displaystyle f_{\theta}(y)\) defines is \textsf{Poiss}(\(\displaystyle \theta\)).