Group family

In

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 ${\displaystyle X}$ be a random variable and ${\displaystyle a\in R}$ be a constant. Let ${\textstyle Y=X+a}$ . Then

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

Scale Family

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

Location - Scale Family

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

Note that it is important that ${\textstyle a\in R}$ and ${\displaystyle c\in R^{+}}$ 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

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