The Scientific World Journal / 2015 / Article / Fig 2

Research Article

The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey’s h Transformation as a Special Case

Figure 2

Gaussianizing a standard Cauchy sample. For (d) was estimated for each fixed , before Gaussianizing .
(a) Random sample
(b) Box-Cox transformed with
(c) Gaussianized with
(d) Cumulative sample average

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