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Rate parameter


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.

We can write in terms of , as follows:


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