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Characterization of the cubic exponential families by orthogonality of polynomials

Characterization of the cubic exponential families by orthogonality of polynomials

This paper introduces a notion of 2-orthogonality for a sequence of polynomials to give extended versions of the Meixner and Feinsilver characterization results based on orthogonal polynomials. These new versions subsume the Letacā€“Mora characterization of the real natural exponential families having cubic variance function.