A SIMPLE MODIFICATION OF THE BOX AND COX TRANSFORMATION TO SCALE STABILITY AND INVARIANCE
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概要
- 論文の詳細を見る
We consider power-transformations to obtain stability and invariance of measurement scale. The transformation discussed here is the normalized form of the power-transformation originally suggested by Schlesselman (1971). The original suggestion is a simple modification of the Box and Cox transformation to scale invariance for measurement units. In addition to discussion on the scale invariance, we study (i) the behaviors of Jacobian of the transformation and (ii) the effect of the modification on the estimates. Then, we show that the modification of the scale invariance improves the performance of estimates, especially the mean estimate. A simulation study is performed to evaluate numerically performances of the modified transformation, compared with the normalized Box and Cox transformation.
- 日本計算機統計学会の論文
- 2011-12-01
著者
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濱崎 俊光
大阪大学大学院医学系研究科
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Hamasaki Toshimitsu
Department Of Biomedical Statistics Osaka University Graduate School Of Medicine
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Sugimoto Tomoyuki
Department Of Biomedical Statistics Osaka University Graduate School Of Medicine
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KIM Seo
Statistical Research Institute, Korea National Statistical Office, Government Complex Daejeon
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Kim Seo
Statistical Research Institute Korea National Statistical Office Government Complex Daejeon
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Sugimoto Tomoyuki
Department Of Mathematical Sciences Graduate School Of Science And Technology Hirosaki University
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