====== Box-Cox 변환 (Box-Cox Transform) ======
===== 정의 =====

===== 변환식 =====
 $$\left( \begin{array}{rrr}2-x & -2 & 3 \\ -3 & x-5 & 1 \\ 0 & 1 & x+2\end{array} \right)$$

 $$y_{i}^{(\lambda)} = \left( \begin{array}{rr} \frac{y_{i}^{\lambda}-1}{\lambda} & , \mathrm{if} \lambda \neq 0 \\ \mathrm{ln}(y_{i}) & , \mathrm{if} \lambda = 0 \end{array} \right $$

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  * [[정규분포]]
  * [[Johnson 변환]]

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{{tag>통계}}