Why is JMP's Box-Cox transformation scaled by geometric mean?Hello,
I am wondering why JMP's definition of the Box-Cox transformation scales by the geometric mean?
See:
http://www.jmp.com/support/help/13/Box_Cox_Y_Transformation.shtml
Thanks.
Re: Why is JMP's Box-Cox transformation scaled by geometric mean?
@jasonpaquette13 wrote:
Thank you for the post.
I was curious about this line on page 7:
"The above results can be expressed very simply if we work with the normalized transformation..."
How does Z^(lambda) make things easier than Y^(lambda)?
Well, you have removed the mean and the variance from the expression. They are implied to be 0 and 1, but not explicitly in the expression.
Re: Why is JMP's Box-Cox transformation scaled by geometric mean?Thank you for the post.
I was curious about this line on page 7:
"The above results can be expressed very simply if we work with the normalized transformation..."
How does Z^(lambda) make things easier than Y^(lambda)?
Re: Why is JMP's Box-Cox transformation scaled by geometric mean?Because the geometric mean is the function in the definition of this transform:
Box, G. E. P. and Cox, D. R. (1964) An analysis of transformations (with discussion). Journal of the Royal Statistical Society B, 26, 211–252.
