이동-멱변환에 관한 연구

Abstract

Generally speaking, power transformations such as Box-Cox transformation(1964)is applied for variance stabilization and symmetry. But, when the distribution of theoriginal data has a large mean with a small variance or the coecient of variation isvery small, they don't work at all. This paper propose a simple method to introducea shift parameter before applying power transformations and showed the numericalevidence by Monte Carlo simulation and a real data analysis.