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 language | English |
|---|---|
| Pages (from-to) | 165-175 |
| Number of pages | 11 |
| Journal | Metrika |
| Volume | 39 |
| Issue number | 1 |
| DOIs | |
| State | Published - Dec 1992 |
Keywords
- Compound Poisson process
- normalizing transformations
- variance stabilizing transformations
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty