이동-멱변환에 관한 연구

Shift-Power Transformation

초록

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.

키워드

Power transformationshifted power transformationBox-Cox transformation
제목
이동-멱변환에 관한 연구
제목 (타언어)
Shift-Power Transformation
저자
조기종신기일정석오
발행일
2006
저널명
응용통계연구
19
2
페이지
283 ~ 290