Journal of Integrative Natural Science (통합자연과학논문집)

The Basic Science Institute Chosun University (조선대학교 기초과학연구원)
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Box-Cox Power Transformation Using R

  • Baek, Hoh Yoo (Division of Big Data Financial Statistics, Wonkwang University)
  • Received : 2020.06.11
  • Accepted : 2020.06.17
  • Published : 2020.06.30
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Abstract

If normality of an observed data is not a viable assumption, we can carry out normal-theory analyses by suitable transforming data. Power transformation by Box and Cox, one of the transformation methods, is derived the power which maximized the likelihood function. But it doesn't induces the closed form in mathematical analysis. In this paper, we compose some R the syntax of which is easier than other statistical packages for deriving the power with using numerical methods. Also, by using R, we show the transformed data approximately distributed the normal through Q-Q plot in univariate and bivariate cases with some examples. Finally, we present the value of a goodness-of-fit statistic(AD) and its p-value for normal distribution. In the similar procedure, this method can be extended to more than bivariate case.

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