Exponential family

"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".