刻度參數
刻度參數
scale scale scale
目錄
刻度函數,亦稱尺度函數。
一個所謂的定位參數,它使一種類型的概率分佈 族參數化.R上的一個分佈函數為F的分佈稱為與另 一分佈函數為F。的確定分佈屬於同一類型,如果 F(x)=F。((x一b)/a).這裡a>O就是尺度參 數,而b則是位移參數(或中心化參數).
In probability theory and statistics, a scale parameter is a special kind of numerical parameter of a parametric family of probability distributions. The larger the scale parameter, the more spread out the distribution.
If a family of probability distributions is such that there is a parameter s (and other parameters θ) for which the cumulative distribution function satisfies
then s is called a scale parameter, since its value determines the "scale" or statistical dispersion of the probability distribution. If s is large, then the distribution will be more spread out; if s is small then it will be more concentrated.
If the probability density exists for all values of the complete parameter set, then the density (as a function of the scale parameter only) satisfies
where f is the density of a standardized version of the density.
An estimator of a scale parameter is called an estimator of scale