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Box–Cox distribution : ウィキペディア英語版
Box–Cox distribution
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
:
f(y) = \frac} \exp\left\\left(\frac - m\right)^2\right\}

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.

抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)
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