P(x|y=1,η1)=b1(x)e(η1TT1(x)−a1(η1))
p(x|y=0,η0)=b0(x)e(η0TT0(x)−a0(η0))
⇒
p(y=1|x)satisfylogistic
证:
p(y=1|x)=p(y=1)p(x|y=1)p(x)
=p(y=1)p(x|y=1)p(y=1)p(x|y=1)+p(y=0)p(x|y=0)
=b1(x)e(η1TT1(x)−a1(η1))b1(x)e(η1TT1(x)−a1(η1))+b0(x)e(η0TT0(x)−a0(η0))
=11+b0(x)b1(x)e(η0TT0(x)−η1TT1(x))+a1(η1)−a0(η0)