Question: Positive random variables X and Y satisfy a scale model with parameters > 0 if P(Y t) = P(X t) for all t > 0,

Positive random variables X and Y satisfy a scale model with parameters > 0 if P(Y

t) = P(X t) for all t > 0, or equivalently, G(t) = F(t/)

(a) Show that in this case, log X and log Y satisfy a shift model with parameter log .

(b) Show that if X and Y satisfy a shift model with parameter , then eXand eYsatisfy a

scale model with parameter e.

(c) Suppose a scale model holds for X, Y . Let c > 0 be a constant. Does X' = Xc, Y' = Yc

satisfy a scale model? Does log X', log Y' satisfy a shift model?

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