Research Article
The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey’s h Transformation as a Special Case
Figure 2
Gaussianizing a standard Cauchy sample. For (d) was estimated for each fixed , before Gaussianizing .
(a) Random sample |
(b) Box-Cox transformed with |
(c) Gaussianized with |
(d) Cumulative sample average |