Inverse Box-Cox and the Power Normal Distribution

• Type: Article in International Conference Proceedings Book
• Date: 2019

Authors

Rui Soares Gonçalves (Author) FEUP

Conference proceedings International

Title: Innovation, Engineering and Entrepreneurship. HELIX 2018

Pages: 805-810

Indexing

Scopus

INSPEC

Other information

DOI: 10.1007/978-3-319-91334-6_110

Abstract (EN): In this paper we consider the power-normal (PN) family of distributions. This family is generated by inverting the Box-Cox [1] power transformation. If Y is a left truncated normal (TN) random variable then the variable X = (λY +1)1/λ has a PN distribution with parameters μ and σ. We study the case where 0 <λ< 1. We obtain a formula for the rth ordinary moment of the power normal distribution. We examine the bivariate power normal distribution and we calculate the marginal and conditional distributions. We give a formula for the correlation curve and we provide a numerical illustration.

Language: English

Type (Professor's evaluation): Scientific

No. of pages: 6