In the setting of examine whether the normalizing constant of the geometric average of the Poisson and negative binomial distributions, can be computed.
When comparing two models M1 and M2, with densities and both from an exponential family,
a. Show that the geometric average
still belongs to an exponential family.
b. Show that, if (i = 1, 2)
is a sufficient statistic for the geometric average.
c. Deduce that, if is of full rank, the dimension of this family (see Definition 3.3.2) is the sum of the dimensions of f1 and f2.
d. In the special case when M1 is the exponential is the half-normal model, show that the geometric average model is the half-normal distribution.
and give its normalizing constant.