Scale parameter

A so-called positional parameter, which parametrizes a family of probability distributions of one type. A distribution in with distribution function is said to belong to the same type as a fixed distribution with distribution function if . Here is the scale parameter and is the shift parameter (or centralizing parameter). The meaning of the scale parameter is as follows: If and are the distribution functions of random variables and , respectively, then a transition from to (for ) represents a change in the unit of measurement.


A.V. Prokhorov


Comments

The (possibly multi-dimensional) parameter in the family is also called the location parameter. The whole family of distributions is sometimes called a location-scale family of distributions.

References

[a1]  L. Breiman,   "Statistics with a view towards applications" , Houghton Mifflin  (1973)  pp. 34–40

This text originally appeared in Encyclopaedia of Mathematics - ISBN 1402006098

  Copyright © 2001 All rights reserved.  Privacy Policy | Terms of use