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  2. Probability distribution fitting - Wikipedia

    en.wikipedia.org/wiki/Probability_distribution...

    This transformation yields the inverse, mirrored, or complementary Gumbel distribution that may fit a data series obeying a negatively skewed distribution. The technique of skewness inversion increases the number of probability distributions available for distribution fitting and enlarges the distribution fitting opportunities.

  3. Skewness - Wikipedia

    en.wikipedia.org/wiki/Skewness

    For instance, consider the numeric sequence (49, 50, 51), whose values are evenly distributed around a central value of 50. We can transform this sequence into a negatively skewed distribution by adding a value far below the mean, which is probably a negative outlier, e.g. (40, 49, 50, 51). Therefore, the mean of the sequence becomes 47.5, and ...

  4. Data transformation (statistics) - Wikipedia

    en.wikipedia.org/wiki/Data_transformation...

    The logarithm transformation and square root transformation are commonly used for positive data, and the multiplicative inverse transformation (reciprocal transformation) can be used for non-zero data. The power transformation is a family of transformations parameterized by a non-negative value λ that includes the logarithm, square root, and ...

  5. List of probability distributions - Wikipedia

    en.wikipedia.org/wiki/List_of_probability...

    The Lévy skew alpha-stable distribution or stable distribution is a family of distributions often used to characterize financial data and critical behavior; the Cauchy distribution, Holtsmark distribution, Landau distribution, Lévy distribution and normal distribution are special cases. The Linnik distribution; The logistic distribution

  6. Skew normal distribution - Wikipedia

    en.wikipedia.org/wiki/Skew_normal_distribution

    The exponentially modified normal distribution is another 3-parameter distribution that is a generalization of the normal distribution to skewed cases. The skew normal still has a normal-like tail in the direction of the skew, with a shorter tail in the other direction; that is, its density is asymptotically proportional to for some positive .

  7. Log-normal distribution - Wikipedia

    en.wikipedia.org/wiki/Log-normal_distribution

    The most efficient way to obtain interval estimates when analyzing log-normally distributed data consists of applying the well-known methods based on the normal distribution to logarithmically transformed data and then to back-transform results if appropriate.

  8. D'Agostino's K-squared test - Wikipedia

    en.wikipedia.org/wiki/D'Agostino's_K-squared_test

    In statistics, D'Agostino's K 2 test, named for Ralph D'Agostino, is a goodness-of-fit measure of departure from normality, that is the test aims to gauge the compatibility of given data with the null hypothesis that the data is a realization of independent, identically distributed Gaussian random variables.

  9. Fisher transformation - Wikipedia

    en.wikipedia.org/wiki/Fisher_transformation

    The application of Fisher's transformation can be enhanced using a software calculator as shown in the figure. Assuming that the r-squared value found is 0.80, that there are 30 data [clarification needed], and accepting a 90% confidence interval, the r-squared value in another random sample from the same population may range from 0.656 to 0.888.