- "Natural parameter" links here. For the usage of this term in differential geometry, see differential geometry of curves.
In
probability and
statistics, an
exponential family is a set of
probability distributions of a certain form, specified below. This special form is chosen for mathematical convenience, on account of some useful algebraic properties, as well as for generality, as exponential families are in a sense very natural sets of distributions to consider. The concept of exponential families is credited to
E. J. G. Pitman,
G. Darmois, and
B. O. Koopman in 1935–36. The term
exponential class is sometimes used in place of "exponential family".
