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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. ==Definition== 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. 抄文引用元・出典: フリー百科事典『 ウィキペディア（Wikipedia）』 ■ウィキペディアで「scale parameter」の詳細全文を読む スポンサード リンク
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