Inverse Box-Cox and the Power Normal Distribution

• Tipo: Artigo em Livro de Atas de Conferência Internacional
• Data: 2019

Autores

Rui Soares Gonçalves (Autor) FEUP

Ata de Conferência Internacional

Título: Innovation, Engineering and Entrepreneurship. HELIX 2018

Páginas: 805-810

Indexação

Scopus

INSPEC

Outras Informações

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.

Idioma: Inglês

Tipo (Avaliação Docente): Científica

Nº de páginas: 6