Variance stabilizing and normalizing transformations for the compound poisson process

S. K. Bar-Lev, P. Enis

Research output: Contribution to journalArticlepeer-review

Abstract

Two parametric sets of normalizing transformations for the compound Poisson process are considered. The transformations in the first set are also variance stabilizing, and the optimum variance stabilizing transformation and an optimum normalizing transformation in this set are determined. The second set consists of power transformations, and an optimum normalizing transformation is obtained. Some comparisons with respect to normalization are made between these optimum transformations.

Original languageEnglish
Pages (from-to)165-175
Number of pages11
JournalMetrika
Volume39
Issue number1
DOIs
StatePublished - Dec 1992

Keywords

  • Compound Poisson process
  • normalizing transformations
  • variance stabilizing transformations

ASJC Scopus subject areas

  • Statistics and Probability
  • Statistics, Probability and Uncertainty

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