Un metodo grafico per la trasformazione di Box-Cox: aspetti esplorativi ed inferenziali

Abstract

The main iusse addressed in this paper is the location of a range of values for the parameterl of the Box-Cox  trnsformation, by means of Normality and it exploits some results about asymmetry and kurtosis estimators. Thus, a graphical device is developed that yields an interval of values for lambda , so that the transformed observations are consistent with the hypothesis of Normality. Both the results from Monte Carlo studies and from applications to real data sets are illustrated to show the performance of the proposed techique with respect to the maximum likelihood method.