Location parameter

In statistics, a location family is a class of probability distributions that is parametrized by a scalar- or vector-valued parameter $x_{0}$ , which determines the "location" or shift of the distribution. Formally, this means that the probability density functions or probability mass functions in this class have the form

f_{x_{0}}(x)=f(x-x_{0}).

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Here, $x_{0}$ is called the location parameter.

A direct example of location parameter is the parameter $\mu$ of the normal distribution. To see this, note that the p.d.f. (probability density function) of a normal ${\mathcal {N}}(0,\sigma ^{2})$ is given by

f(x)={\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x}{\sigma }}\right)^{2}}

and defining $g(x)=f(x-\mu )$ , so $\mu$ is a location parameter according to the above definition, yields

g(x)=f(x-\mu )={\frac {1}{\sigma {\sqrt {2\pi }}}}e^{-{\frac {1}{2}}\left({\frac {x-\mu }{\sigma }}\right)^{2}}

which is precisely the p.d.f. of a normal ${\mathcal {N}}(\mu ,\sigma ^{2})$ .

The above definition indicates, in the one-dimensional case, that if $x_{0}$ is increased, the probability density or mass function shifts rigidly to the right, maintaining its exact shape.

A location parameter can also be found in families having more than one parameter, such as location–scale families. In this case, the probability density function or probability mass function will be a special case of the more general form

f_{x_{0},\theta }(x)=f_{\theta }(x-x_{0})

where $x_{0}$ is the location parameter, θ represents additional parameters, and $f_{\theta }$ is a function parametrized on the additional parameters.

Additive noise

An alternative way of thinking of location families is through the concept of additive noise. If $x_{0}$ is a constant and W is random noise with probability density $f_{W}(w),$ then $X=x_{0}+W$ has probability density $f_{x_{0}}(x)=f_{W}(x-x_{0})$ and its distribution is therefore part of a location family.

Additive noise

See also