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Von: Prof Brian Ripley [mailto:[EMAIL PROTECTED]
Gesendet: Do 26.06.2008 08:45
An: Moshe Olshansky
Cc: [EMAIL PROTECTED]; Indermaur Lukas
Betreff: Re: [R] help_transformation
On Wed, 25 Jun 2008, Moshe Olshansky wrote:
> Let F be the distribution function of Y, PSI the standard normal
On Wed, 25 Jun 2008, Moshe Olshansky wrote:
Let F be the distribution function of Y, PSI the standard normal
distribution anf IPSI it's inverse. Let f(x) = IPSI(F(x)). It is not
difficult to see that f(Y) has standard normal distribution. So you can
replace F with the empirical distribution an
Let F be the distribution function of Y, PSI the standard normal distribution
anf IPSI it's inverse. Let f(x) = IPSI(F(x)). It is not difficult to see that
f(Y) has standard normal distribution.
So you can replace F with the empirical distribution and IPSI is the qnorm
function of R.
--- On We
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