Equivalence on exponential families as Hessian manifolds and classification of exponential families of order 1 with constant Hessian sectional curvature

RESUMO

We introduce an equivalence relation on exponential families, and prove that two exponential families are equivalent in this sense if and only if the corresponding induced Hessian manifolds are isomorphic. Moreover, we classify exponential families of order 1 with constant Hessian sectional curvature. To this end, we show that for an exponential family of order 1, it has constant Hessian sectional curvature if and only if the natural exponential family equivalent to the given family has a quadratic variance function (NEF-QVF). The classification coincides with that of NEF-QVF by Morris (1982) essentially.