Research Article
The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey’s h Transformation as a Special Case
Figure 6
Log-likelihood decomposition for Lambert W × distributions.
| (a) Penalty (31) as a function of and ( and ) |
| (b) Sample of Lambert W Gaussian with (left); log-likelihood (solid, black) decomposes in input log-likelihood (dotted, green) and penalty (dashed, red) |