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.
Read more about this topic: Scale Parameter
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