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Intrinsic geometric on the class of probability densities and exponential families.

Henryk Gzyl, Lázaro Recht (2007)

Publicacions Matemàtiques

We present a way of thinking of exponential farnilies as geodesic surfaces in the class of positive functions considered as a (multiplicative) sub-group G+ of the group G of all invertible elements in the algebra A of all complex bounded functions defined on a measurable space. For that we have to study a natural geometry on that algebra. The class D of densities with respect to a given rneasure will happen to be representatives of equivalence classes defining a projective space in A. The natural...

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