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Re: st: Yeo-Johnson Power Transformation


From   Nick Cox <[email protected]>
To   [email protected]
Subject   Re: st: Yeo-Johnson Power Transformation
Date   Wed, 19 Dec 2012 18:38:47 +0000

Naturally the Gaussian is defined on the real line. But measurement
errors apart, most distributions that can be positive, zero, or
negative appear to be positive mostly and zero or negative
occasionally and thus positively skewed overall, so I was thinking of
skewed distributions.

Nick

On Wed, Dec 19, 2012 at 11:53 AM, Nick Cox <[email protected]> wrote:

> 3. At best the distribution of the response is unimodal and
> well-behaved in which case modelling in its terms is likely to be more
> productive than thinking of a transformation parameter to be
> estimated. (Such distributions on the entire real line seem in short
> supply, but the Gumbel is one such.) If the parameter is a vector of
> parameters, the point gains strength.
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