Bar-Lev–Bshouty–Enis conjecture for polynomial variance functions of natural exponential families

Let a one-parameter natural exponential family (NEF) have variance function vv on its mean domain. Let a0>0a_0>0, let u1u_1 be a complex number with positive imaginary part, and let uˉ1\bar{u}_1 denote its complex conjugate. For nNn\in\mathbb{N}, define

v(u)=a0u(uu1)n(uuˉ1)n.v(u)=a_0u\left(u-u_1\right)^n\left(u-\bar{u}_1\right)^n.

Bar-Lev–Bshouty–Enis conjecture. The pair (v,(0,))\left(v,\left(0,\infty\right)\right) is a variance function for all nNn\in\mathbb{N} if and only if Re(u1)0\operatorname{Re}(u_1)\leq 0. The paper's title and abstract indicate that this conjecture is resolved, but the supplied status is unknown; the resolution should be checked in the paper.

Sources & referencesView supporting material

Primary source

Xiongzhi Chen, “Natural Exponential Families: Resolution of A Conjecture and Existence of Reduction Functions”, arXiv:1510.03966 (2016).

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