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Suppose Y from an exponential family

$$ f(y;\theta,\phi) = \exp\left\{\frac{y\theta - b(\theta)}{a(\phi)} + c(y, \phi)\right\} $$

I'm struggling to show that if $Y = Z / k$ and $Z \sim B(k, p)$ (binomial distribution) then $Y$ has a $\phi = 1 / k$. Is $Y$ even a binomial too in this case?

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$Z$ is binomial. It has parameters $k$ (number of trails) and $p$ (probability of success). Since we know that $Z$ is a sample from a binomial distribution we can say

$$Pr(Z = r)={k\choose r}p^{r}(1-p)^{k-r} $$

Getting it in exponential form requires a trick. Consider

$$ p^{r}(1-p)^{k-r} = \exp\Bigg\{ \log \big(p^{r}(1-p)^{k-r} \big) + \log{k\choose r} \Bigg\}$$

I'll let you take it from here.

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  • $\begingroup$ Thank you! But if I develop that I can find the $\phi$ for $Z$. Do you know how do I link it with $Y = Z/k$ and find the exponential form for $Y$? $\endgroup$ Nov 1, 2019 at 23:23
  • $\begingroup$ Oh, sorry. I misread your question. $Y$ is a univariate transformation of $Z$. You need to determine the PDF of $Y$ first. $Y$ will also have a binomial distribution, but with 'scaled' parameters. See this question stats.stackexchange.com/questions/351452/…. If you're wondering how they got that answer, you should look into (univariate) transformations of random variables. $\endgroup$
    – ralph
    Nov 1, 2019 at 23:28
  • $\begingroup$ Its alright. I'll look into it. Thanks a lot! $\endgroup$ Nov 1, 2019 at 23:32

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