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

Figure 3

Transformation and inverse transformation for and : identity on the left (same tail behavior) and a heavy-tailed transformation in the right tail of input .

(a) transformation  (3)

(b) Inverse in (80) in the supplementary material

(c) Inverse (9) as a function of and