Box–Cox distribution
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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
- <math>
f(y) = \frac{1}{\left(1-I(f<0)-\sgn(f)\Phi(0,m,\sqrt{s})\right)\sqrt{2 \pi s^2}} \exp\left\{-\frac{1}{2s^2}\left(\frac{y^f}{f} - m\right)^2\right\} </math>
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
- ƒ = 1 gives a truncated normal distribution.