Jump to content

Box–Cox distribution

From Wikipedia, the free encyclopedia
(Redirected from Box-Cox distribution)

In statistics, the Box–Cox distribution (also known as the power-normal distribution) is the distribution of a random variable X for which the Box–Cox transformation on X follows a truncated normal distribution. It is a continuous probability distribution having probability density function (pdf) given by

for y > 0, where m is the location parameter of the distribution, s is the dispersion, ƒ is the family parameter, I is the indicator function, Φ is the cumulative distribution function of the standard normal distribution, and sgn is the sign function.

Special cases

[edit]

References

[edit]
  • Freeman, Jade; Reza Modarres. "Properties of the Power-Normal Distribution" (PDF). U.S. Environmental Protection Agency.