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In probability and statistics, a probability distribution assigns a probability to each measurable subset of the possible outcomes of a random experiment, survey, or procedure of statistical inference.

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Existence of derivative of distribution of exponential family?

Suppose $(X, \mathcal{F})$ is a measurable space and $\left\{F_\theta, \theta \in \Theta\right\}$ is a distribution family on $(X, \mathcal{F})$. When $\left\{F_\theta, \theta \in \Theta\right\}$ is d …
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