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2006-05-05
英文文献:The Box-Cox Methodology: A 26-Year Mistake
英文文献作者:Ramirez, Octavio A.,Shonkwiler, J. S.
英文文献摘要:
The Box-Cox methodology has been extensively applied since it·was first introduced in 1964. This study establishes that the function currently used as a basis for implementing the Box-Cpx methodology is not a valid probability qensity function. The proper density function associated with the random variable underlying the Box-Cox methodology is derived.· Simulation evidence documents that the original Box-cox approach can result in considerable bias.
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