Group family

Summary

In probability theory, especially as it is used in statistics, a group family of probability distributions is one obtained by subjecting a random variable with a fixed distribution to a suitable transformation, such as a location–scale family, or otherwise one of probability distributions acted upon by a group.[1] Considering a family of distributions as a group family can, in statistical theory, lead to identifying ancillary statistics.[2]

Types

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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

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This family is obtained by adding a constant to a random variable. Let   be a random variable and   be a constant. Let   . Then  For a fixed distribution, as   varies from   to  , the distributions that we obtain constitute the location family.

Scale

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This family is obtained by multiplying a random variable with a constant. Let   be a random variable and   be a constant. Let   . Then 

Location–scale

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This family is obtained by multiplying a random variable with a constant and then adding some other constant to it. Let   be a random variable,   and  be constants. Let  . Then

 

Note that it is important that   and   in order to satisfy the properties mentioned in the following section.

Transformation

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The transformation applied to the random variable must satisfy the properties of closure under composition and inversion.[1]

References

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  1. ^ a b c 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)