In probability theory, especially in mathematical statistics, a location–scale family is a family of probability distributions parametrized by a location parameter and a non-negative scale parameter. For any random variable X {\displaystyle X} whose probability distribution function belongs to such a family, the distribution function of Y = d a + b X {\displaystyle Y\,{\stackrel {d}{=}}\,a+bX} also belongs to the family (where = d {\displaystyle {\stackrel {d}{=}}} means "equal in distribution"—that is, "has the same distribution as"). In other words, a class Ω {\displaystyle \Omega } of probability distributions is a location–scale family if for all cumulative distribution functions F ∈ Ω {\displaystyle F\in \Omega } and any real numbers a ∈ R {\displaystyle a\in \mathbb {R} } and b > 0 {\displaystyle b>0} , the distribution function G ( x ) = F ( a + b x ) {\displaystyle G(x)=F(a+bx)} is also a member of Ω {\displaystyle \Omega } .
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