- Box–Cox distribution
The Box–Cox distribution (also known as the power-normal distribution) is the distribution of a
random variable "X" for which theBox–Cox transformation on "X" follows atruncated normal distribution . It is a continuousprobability distribution havingprobability 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 theindicator function , Φ is thecumulative distribution function of thestandard normal distribution , and sgn is thesign function .pecial cases
* "ƒ" = 1 gives a
truncated normal distribution .References
*cite paper
title = Properties of the Power-Normal Distribution
last = Freeman
first = Jade
coauthors = Reza Modarres
publisher = U.S. Environmental Protection Agency
url = http://www.udc.edu/docs/dc_water_resources/technical_reports/report_n_190.pdf
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