Group family

In probability theory, especially as that field is used in statistics, a group family of probability distributions is a family obtained by subjecting a random variable with a fixed distribution to a suitable family of transformations such as a location-scale family, or otherwise a family of probability distributions acted upon by a group.[1]

Consideration of a particular family of distributions as a group family can, in statistical theory, lead to the identification of an ancillary statistic.[2]

Types of group families

A group family can be generated by subjecting a random variable with a fixed distribution to some suitable transformations.[1] Different types of group families are as follows :

Location Family

This family is obtained by adding a constant to a random variable. Let $X$ be a random variable and $a\in R$ be a constant. Let ${\textstyle Y=X+a}$ . Then

F_{Y}(y)=P(Y\leq y)=P(X+a\leq y)=P(X\leq y-a)=F_{X}(y-a)

For a fixed distribution , as $a$ varies from $-\infty$ to $\infty$ , the distributions that we obtain constitute the location family.

Scale Family

This family is obtained by multiplying a random variable with a constant. Let $X$ be a random variable and $c\in R^{+}$ be a constant. Let ${\textstyle Y=cX}$ . Then

F_{Y}(y)=P(Y\leq y)=P(cX\leq y)=P(X\leq y/c)=F_{X}(y/c)

Location - Scale Family

This family is obtained by multiplying a random variable with a constant and then adding some other constant to it. Let $X$ be a random variable , $a\in R$ and $c\in R^{+}$ be constants. Let $Y=cX+a$ . Then

F_{Y}(y)=P(Y\leq y)=P(cX+a\leq y)=P(X\leq (y-a)/c)=F_{X}((y-a)/c)

Note that it is important that ${\textstyle a\in R}$ and $c\in R^{+}$ in order to satisfy the properties mentioned in the following section.

Properties of the transformations

The transformation applied to the random variable must satisfy the following properties.[1]

Closure under composition
Closure under inversion

References

Lehmann, E. L.; George Casella (1998). Theory of Point Estimation (2nd ed.). Springer. ISBN 0-387-98502-6.
Cox, D.R. (2006) Principles of Statistical Inference, CUP. ISBN 0-521-68567-2 (Section 4.4.2)

This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.

[:0-1] Lehmann, E. L.; George Casella (1998). Theory of Point Estimation (2nd ed.). Springer. ISBN 0-387-98502-6.

[2] Cox, D.R. (2006) Principles of Statistical Inference, CUP. ISBN 0-521-68567-2 (Section 4.4.2)