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ARTICLE IN PRESS

Statistics & Probability Letters 78 (2008) 320–326

www.elsevier.com/locate/stapro

A note on the harmonic law: A two-parameter family of

distributions for ratios
Pedro Puig
Departament de Matemàtiques, Universitat Autònoma de Barcelona, 08193 Cerdanyola del Vallés (Barcelona), Spain
Received 13 November 2006; received in revised form 25 May 2007; accepted 25 July 2007
Available online 7 September 2007

Abstract

Consider two-parameter statistical models for positive continuous observations. Suppose that these models are closed
under change of scale and under reciprocals, properties that are very appropriate when the observations are ratios of
positive magnitudes. Additionally, suppose that the maximum likelihood estimator of the population mean is the sample
mean (Gauss’s principle). Surprisingly, only one statistical model satisfies these three properties and this is a special case of
the generalized inverse gaussian family of distributions known as Harmonic Law.
r 2007 Elsevier B.V. All rights reserved.

Keywords: Characterization of distributions; Halphen distribution; Harmonic distribution; Gauss’s principle; Generalized inverse
Gaussian distribution

1. Introduction

Ratios of magnitudes are of considerable interest in Biosciences. Some of these ratios are, for instance, the
body mass index (Quetelet’s index), the Opsonic index, the ratio of systolic blood pressure at 3 min into
recovery to systolic blood pressure at peak exercise, the 2D:4D digit ratio, the feed conversion index, etc. More
examples of ratios are certain index numbers in economics and the returns of stock market prices. Which
statistical models could be used to analyze ratios? In order to answer this question we assume that the
statistical models are endowed with three properties, two of them very specific for ratios and the other one
concerning the estimation of the mean. These two specific properties, closure under change of scale and
closure under reciprocals, will be described in Section 2. The other property, hereafter named property 1, is the
following:

1. The maximum likelihood estimator of the population mean is the sample mean.
This is a very natural property. When a statistical model satisfies it, this signifies the sample mean is the best
estimator of the population mean.
Many authors have characterized distributions, basing their work on property 1. For instance, it is known
that the only location model (under mild conditions) such that the sample mean is the maximum likelihood

E-mail address: ppuig@mat.uab.cat

0167-7152/$ - see front matter r 2007 Elsevier B.V. All rights reserved.
doi:10.1016/j.spl.2007.07.024
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estimator of the location parameter is the normal distribution. This is a long-established result from Gauss
(1887, pp. 100–102 and 193). For this reason this property is sometimes known as Gauss’s principle
(see Campbell, 1970). Azzalini and Genton (2007) revisit this Gauss’ characterization in a modern context.
Poincaré (1896, pp. 147–168) characterized the one parameter families satisfying property 1, obtaining an
exponential family with densities of the form f ðx; yÞ ¼ hðxÞ expðAðyÞx þ bðyÞÞ, where yA0 ðyÞ þ B0 ðyÞ ¼ 0.
A generalization of this result from Campbell (1970) will be used in Section 3. Another generalization can be
found in Bondesson (1997). For other characterizations of distributions using property 1 see, for example,
Teicher (1961), Kagan et al. (1973), Hürlimann (1998), Puig (2003) and Puig and Valero (2006).
In Section 3, the class of two-parameter distributions satisfying property 1 and the two additional properties
considered is determined. The resulting model is a special case of the generalized inverse gaussian family of
distributions known as Harmonic Law. This family is described in Section 4, and an example of application is
given in Section 4.1.

2. Properties of statistical models for ratios

Now we shall explore observations that are ratios of positive quantities. Therefore the appropriate statistical
models will contain densities defined over the positive reals. We define a statistical model F as a set of
probability density functions f ðx; yÞ of continuous positive random variables such that every distribution is
uniquely parametrized by a k-dimensional parameter vector y 2 Y  Rk . We shall assume that these densities
satisfy some regularity conditions. Specifically, the function f ðx; yÞ has continuous mixed second partial
derivatives with respect x and the components of y.
We begin with some basic properties that, under our criteria, the statistical models describing ratios must
satisfy:

2. Closure under change of scale. For any random variable X with a density belonging to F, lX has also a
density that belongs to F, for any constant l40.
3. Closure under reciprocals. For any random variable X with a density belonging to F, 1=X has also a
density that belongs to F.

Both properties can be reasonably assumed for most of the statistical models of ratios found in practice. For
instance, suppose that we want to analyze a data set of 2D:4D digit ratios. The ratio of index finger length to
ring finger length is called the ‘‘2D:4D digit ratio’’, or more simply, the ‘‘digit ratio’’. Generally, males have a
ring finger that is longer than their index finger and females typically have index and ring fingers of
about the same length (Manning, 2002). For this example it is reasonable to assume that the scale is arbitrary
(property 2), that is, the same statistical model that gives an accurate description of the digit ratios gives also
an accurate description of the data set whose values are multiplied by 100. Moreover, it is also natural to
expect that the same statistical model could describe the 4D:2D ratios, that is, the data set of the reciprocals
(property 3).
Notice that property 2 is equivalent to say that for any y 2 Y and any l40, there exists a parameter value
j ¼ jðl; yÞ 2 Y, such that

f ðx=l; yÞ
¼ f ðx; jðl; yÞÞ, (1)
l
for all x40.
Moreover, observe that given a random variable X with density f ðx; y0 Þ, the density function of 1=X is
f ð1=x; y0 Þ=x2 . Consequently property 3 is equivalent to say that for any y 2 Y there exists a parameter value
c ¼ cðyÞ 2 Y such that
f ð1=x; yÞ
¼ f ðx; cðyÞÞ, (2)
x2
for all x40.
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Property 2 has been more frequently mentioned in the literature than property 3. There are many well-
known classes of distributions satisfying property 2, like Normal, Gamma, Weibull, etc. Property 3 is satisfied
by the Fisher-F and the Cauchy families of distributions. The paper of Seshadri (1964) is notable in which the
classes of distributions satisfying property 3 are studied.
Any statistical model F of densities of positive random variables can be log-transformed, obtaining another
statistical model that we denote as logðFÞ. More precisely, a density g belongs to logðFÞ iff there is a random
variable X with density in F such that the density of logðX Þ is g. Sometimes statisticians prefer to analyze
certain data sets after taking logarithms. Log-transformed models correspond to this practice. If the statistical
models are log-transformed, the preceding properties for models of ratios have the following corresponding
equivalences, as can be directly checked:

20 . Closure under change of location. For any random variable Y with density belonging to the model, the
density of a þ Y also belongs to the model for any constant a 2 R.
30 . Closure under change of sign. For any random variable Y with density belonging to the model, the density
of Y also belongs to the model.

Now we are going to present some examples of two parameter models satisfying properties 2 and 3
constructed from log-transformed models satisfying properties 20 and 30 .
Example 1 (Log-symmetric location and scale models). Consider statistical models defined on R with a density
function of the form f ððx  mÞ=sÞ=s, where m 2 R is a location parameter and s 2 Rþ is a scale parameter and
f ðxÞ ¼ f ðxÞ. These are the symmetric location and scale models. Normal, Laplace and Logistic distributions
are examples of such models. One can verify immediately that the symmetric location and scale models satisfy
properties 20 and 30 . Consequently, the statistical models constructed by considering the densities of random
variables of the form X ¼ expðY Þ, where Y has a density belonging to a symmetric location and scale model,
satisfy properties 2 and 3. For instance, this is the case of the log-normal distribution, widely used in practice.
Example 2 (Log-skew distributions). Consider models defined on R with density functions of the form
gðx; x; lÞ ¼ f ðx  xÞF ðlðx  xÞÞ, where f ðxÞ ¼ f ðxÞ is also a density over R and F ðxÞ is its distribution
function. Here x 2 R is the location parameter and l 2 R is the shape parameter. If f ðxÞ is the density of the
standard normal, gðx; x; lÞ are the densities of a subfamily of the skew normal family of distributions of
Azzalini (1985). In general the densities of these models, unlike Example 1, are not symmetric. It can be
checked immediately that these models satisfy properties 20 and 30 . Then, the statistical models constructed by
considering the densities of random variables of the form X ¼ expðY Þ, where Y has a density belonging to one
of these skew models, satisfy properties 2 and 3.
There are many two-parameter statistical models satisfying either property 2, 3 or both. Certain families of
distributions can be characterized by considering more properties or by restricting to specific models. For
instance, Knight (1976) proved that the Cauchy family is the only location and scale model that satisfies
property 3. Castillo and Puig (1999) found all two-parameter exponential models satisfying property 2, closed
under raising to a power and under exponential tilting. In the next section we will see that there exists only one
two-parameter statistical model satisfying porperties 1, 2 and 3.

3. Characterization

The following lemma shows that properties 1 and 3 imply that the maximum likelihood estimator of the
population reciprocal mean is the sample reciprocal mean.
Lemma 1. Let F be a statistical model described by the densities f ðx; yÞ, y 2 Y  Rk , satisfying properties 1
and 3 and
P let X ¼ ðx1 ; . . . ; xn Þ be a sample coming from this model. Then, the MLE of the reciprocal mean is
x̄1 ¼ ni¼1 ð1=xi Þ=n.
Proof. Consider the transformedQ sample, Y ¼ ðy1 ; . . . ; yn Þ, where

yi ¼ 1=xi , Q
i ¼ 1; . . . ; n. Suppose that the
likelihood function, LðY ; yÞ ¼ ni¼1 f ðyi ; yÞ is maximized in y^ and LðX ; yÞ ¼ ni¼1 f ðxi ; yÞ is maximized in y.^
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By the identity (2) we obtain

Y
n
LðY ; yÞ ¼ LðX ; cðyÞÞ x2i
i¼1
R1 R1
and, consequently, y^ ¼ cðy^ Þ. Using the notation mðyÞ ¼ 0 xf ðx; yÞ dx and m1 ðyÞ ¼ 0 ð1=xÞf ðx; yÞ dx for the
population mean and reciprocal mean, from (1) it follows that mðyÞ ¼ m1 ðcðyÞÞ and m1 ðyÞ ¼ mðcðyÞÞ.
Moreover, notice that property 1 is equivalent to mðyÞ ^ ¼ x̄. Consequently mðy^  Þ ¼ ȳ and m ðyÞ
^ ¼ ȳ ¼ x̄1 .
1
This ends the proof. &
The following result is a generalization of Poincare’s characterization, which was commented on in the
Introduction and is necessary for our purposes.
Theorem 1 (Campbell, 1970). Let F be a statistical model described by the densities f ðx; yÞ, y 2 Y  Rk , where
there is a k-dimensional function TðxÞ ¼ ðT 1 ðxÞ; T 2 ðxÞ; . . . ; T k ðxÞÞ such that parameter y ¼ EðTðX ÞÞ, for any
random variable X with density in F. Assume that the functions T j are differentiable P and its derivatives are
linearly independent. Given a sample x1 ; . . . ; xn , the natural estimator y^ ¼ n1 ni¼1 Tðxi Þ is the MLE of y iff
there is a reparametrization y ¼ yðZÞ, such that
Pk
Z T ðxÞ
f ðx; yðZÞÞ ¼ hðxÞCðZ1 ; . . . ; Zn Þe j¼1 j j , (3)
and consequently F is an exponential family.
The result of Theorem 1 was generalized by Bondesson (1997) to models for which the dimension of
parameter y is greater than the dimension of TðxÞ.
Now, by using Lemma 1 and Theorem 1 we can prove our main result.
Theorem 2. Let F be a two-parameter statistical model satisfying properties 1, 2 and 3. Then there is
reparametrization y ¼ yða; mÞ, such that
1 h a  x mi
f ðx; yða; mÞÞ ¼ exp  þ ; x40, (4)
2xK 0 ðaÞ 2 m x
where K 0 ð:Þ denotes the modified Bessel function of the third kind with index 0, m40 and a40.
Proof. Sufficiency: The form of the density (4) implies, by Theorem 1, that the model satisfies property 1.
Properties 2 and 3 can be directly checked using (1) and (2).
Necessity: Because properties 1 and 3 are satisfied, Lemma 1 ensures that the MLE of the reciprocal mean is
x̄1 . Consequently, by Theorem 1, the family of densities of the model has the form
f ðx; Z1 ; Z2 Þ ¼ hðxÞCðZ1 ; Z2 Þ exp½Z1 x þ Z2 =x; x40. (5)
Now, we have to prove that hðxÞ ¼ ðc0 =xÞ expðc1 x þ c2 =xÞ, where c0 , c1 and c2 are constants. Because
properties 2 and 3 are satisfied, for any y 2 Y and any l40, there exists a parameter value j ¼ jðl; yÞ 2 Y,
such that
lf ðl=x; yÞ
¼ f ðx; jðl; yÞÞ,
x2
for all x40. Consequently, by using (5), it follows directly that given a fixed y0 , there are functions j1 ðlÞ, j2 ðlÞ
and j3 ðlÞ such that,
cðl=xÞ  cðxÞ  2 logðxÞ ¼ j1 ðlÞ þ j2 ðlÞx þ j3 ðlÞ=x, (6)
where cðxÞ ¼ logðhðxÞÞ. Evaluating expression (6) at x ¼ 1 and x ¼ l we obtain,
2 logðlÞ ¼ 2j1 ðlÞ þ ðl þ 1Þj2 ðlÞ þ ð1 þ 1=lÞj3 ðlÞ. (7)
Calculating the first derivative of (6) with respect to x and evaluating at x ¼ 1 and x ¼ l we deduce that
j3 ðlÞ ¼ lj2 ðlÞ. By substituting in (7) we obtain j1 ðlÞ ¼  logðlÞ and (6) remains,
cðl=xÞ  cðxÞ  2 logðxÞ ¼  logðlÞ þ j2 ðlÞ½x  l=x. (8)
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Calculating its derivative and evaluating at x ¼ 1 we obtain the identity

lc0 ðlÞ ¼ c0 ð1Þ  2  j2 ðlÞð1 þ lÞ. (9)
Now, calculating the first derivative of (8) with respect to l and evaluating at x ¼ 1 we obtain the identity,
lc0 ðlÞ ¼ 1 þ j02 ðlÞlð1  lÞ  lj2 ðlÞ. (10)
Equating the right parts of (9) and (10) we arrive to the following first-order differential equation:
j02 ðlÞlð1  lÞ þ j2 ðlÞ ¼ j2 ð1Þ. (11)
The solution of (11) is j2 ðlÞ ¼ ðj2 ð1Þ þ cðl  1ÞÞ=l, where c is a constant. Finally, evaluating the expression
(8) at x ¼ 1 and using the solution of (11) we find
cðlÞ ¼  logðlÞ þ a0 þ a1 l þ a2 =l,
where a0 , a1 and a2 are constants. This ends the proof. &

The restriction in the statement of Theorem 2 to two parameters is important in order to obtain only one
statistical model. For instance, there are many three-parameter statistical models satisfying properties 1, 2 and
3. The Generalized Inverse Gaussian family of distributions described in (12) is one of them. More three-
parameter examples can be constructed considering families of distributions of the form
gðcxÞ
f ðx; a; b; cÞ ¼ exp½ax  b=x; x40,
kða; b; cÞ
where kða; b; cÞ denotes the normalizing constant and gð:Þ is a suitable function. For instance, it can be
shown that choosing gðxÞ ¼ 1=ð1 þ x2 Þ or gðxÞ ¼ 1=ð1 þ xÞ2 we obtain statistical models satisfying properties
1, 2 and 3.
The density (4) was discovered by Halphen in 1941 who called this harmonic law. Halphen was searching for
a two parameter distribution subject to exponential decay both for large and small values, such that in suitably
scaled units the density of X should be the same as that of 1=X (see Seshadri, 1997). We shall summarize some
of its properties in the next section.

4. The Harmonic law

The harmonic law is a special case of the generalized inverse Gaussian (GIG) family of distributions
(Jørgensen, 1982). The densities of the GIG family have the form
xg1 h a  x mi
f ðx; g; m; aÞ ¼ exp  þ ; x40. (12)
2ðmg ÞK g ðaÞ 2 m x
Consequently Harmonic Law corresponds to the GIG sub-family where g ¼ 0. The GIG family of
distributions was first considered by Halphen (1941) and later forgotten. A good description of statistical
properties and the parameter and quantile estimation of Halphen distributions can be found in Perreault et al.
(1999a, b).
A related family is the log-Harmonic Law, that is the set of probability distributions of any random variable
whose logarithm follows an Harmonic Law. This family has an interesting property: the Pitman estimator of
the location parameter does not depend on the choice of the loss function. There are only two statistical
models satisfying this property: one is the normal family of distributions and the other is a three-parameter
statistical model which contains the log-Harmonic Law (Rukhin, 1978; Kagan et al., 1973).
The parameter of scale m in (4) is the population median and a is the parameter of shape. When a is large
the Harmonic Law can be approximated by the normal distribution. It explains why the normal distribution
can be used successfully for certain data sets of ratios. Any density of the Harmonic Law family is unimodal,
pffiffiffiffiffiffiffiffiffiffiffiffiffi
having its mode in x ¼ mð a2 þ 1  1Þ=a. The r-moments mr can be calculated from the expression
mr ¼ mr K r ðaÞ=K 0 ðaÞ. Then, the population reciprocal and arithmetical means are m1 ¼ mK 1 ðaÞ=K 0 ðaÞ and
m1 ¼ m1 K 1 ðaÞ=K 0 ðaÞ (notice that K 1 ðxÞ ¼ K 1 ðxÞ). Consequently with property 1 and Lemma 1, the
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^ and a^ are the solutions of the equations,

maximum likelihood estimators (MLE) of the parameters m
^ 1 ðaÞ=K
x̄ ¼ mK ^ ^
0 ðaÞ; x̄1 ¼ m ^ 1 K 1 ðaÞ=K
^ ^
0 ðaÞ.
pffiffiffiffiffiffiffiffiffiffiffiffiffi
It follows directly that m ^ ¼ x̄=x̄1 and a^ can be found solving numerically the equation,
pffiffiffiffiffiffiffiffiffiffi
^
x̄x̄1 ¼ K 1 ðaÞ=K ^
0 ðaÞ. (13)
Notice that the MLE of the scale parameter m is the geometric mean of the arithmetic and harmonic means.
Hürlimann (1998) shows that the ffiHarmonic Law is the only scale family defined over Rþ such that the MLE
pffiffiffiffiffiffiffiffiffiffiffiffi
of the scalepparameter
ffiffiffiffiffiffiffiffiffiffi is x̄=x̄1 . Because the arithmetic mean is always greater or equal to the harmonic
mean, then x̄x̄1 X1. As the left part of Eq. (13) is closed to 1 the solution a^ is large. So, if the harmonic and
arithmetic means are similar, the data set can be fitted equivalently by using the Normal distribution.
It is frequent in practice to calculate confidence intervals for the population mean. With this aim it is
necessary to estimate the variance s2 ¼ m2 ðK 2 ðaÞ=K 0 ðaÞ  K 21 ðaÞ=K 20 ðaÞÞ. Taking into account the identity
K 2 ðxÞ ¼ K 0 ðxÞ þ 2K 1 ðxÞ=x, it can be shown directly that the MLE of the variance is s^ 2 ¼ 1 þ 2x̄=ða^ mÞ
^  x̄2 .

4.1. An example

The feed conversion index is a frequently used ratio in animal production. For a particular animal in the
considered period of time, the index is calculated as the weight of the feed eaten divided by the increment of
the weight of the animal. The following data set corresponds to the feed conversion indexes of 24 calves
coming from one lot:
3:65 4:03 4:58 4:61 4:70 4:85 3:21 3:93 3:15 3:00 2:93 3:56 4:13 3:68 3:88 3:25

3:92 3:99 3:04 3:10 3:20 3:35 3:19 3:10

Our objective is to calculate a confidence interval for the population mean. Because the observations are ratios
the Harmonic Law could be suitable. Moreover, Shapiro–Wilk goodness-of-fit test gives a p-value of 0:028 and
consequently use of the normal distribution does not seem very appropriate to fit this data set. Therefore, in
order to fit the Harmonic Law we have to calculate the statistics x̄ ¼ 3:668pffiffiffiand x̄1 ¼ 0:279. The MLE are,
m^ ¼ 3:626 and a^ ¼ 42:789. From this, the estimated standard error is s=^ n ¼ 0:114. This standard error is
slightly lower than that calculated from the normal assumption (0:121) using the sample standard deviation.
An approximate
pffiffiffi 100ð1  aÞ% confidence interval for m can be computed easily using the expression
^ n, where za=2 is the corresponding two-tailed percentage point of the standard normal. For our
x̄  za=2 s=
data set we obtain the approximate 95% confidence interval m 2 ½3:444; 3:892.

Acknowledgements

The author would like to thank Marta Fina and Jesús Piedrafita from the Department of Animal and Food
Science, Universitat Autònoma de Barcelona, for permission to use the data set presented in Section 4.1. This
research was partially supported by Grant MTM2006-01477 from the Ministry of Education of Spain.

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