k******w
发帖数: 269 | 1 who know this transform of non gaussian to gaussian?
maybe the name is sth like Malvague S. transform
thanks | d*****y
发帖数: 140 | 2 i am not so sure, but intuitively, i would like to do the following things:
Let a be the r.v. you want to transform from with cdf F(x), and G(x) be the
cdf of gaussian distribution, G^{-1}(x) is its invers function, then
G^{-1}(F(a)) is a gaussian r.v.
当然，应该会有更好的办法，呵呵
【在 k******w 的大作中提到】
: who know this transform of non gaussian to gaussian?
: maybe the name is sth like Malvague S. transform
: thanks
| l********s
发帖数: 430 | | k******w
发帖数: 269 | 4 yes, it is this method
but, I just know the R.V. is non gaussian, how to do regression with it?
just give assumption on F(x)?thanks again
the
【在 d*****y 的大作中提到】
: i am not so sure, but intuitively, i would like to do the following things:
: Let a be the r.v. you want to transform from with cdf F(x), and G(x) be the
: cdf of gaussian distribution, G^{-1}(x) is its invers function, then
: G^{-1}(F(a)) is a gaussian r.v.
: 当然，应该会有更好的办法，呵呵
| d*****y
发帖数: 140 | 5 如果你不知道F(x)的具体形式，那么假设你有N个a的sample， R（a_i）是a_i的rank,
then
G^{-1}[R(a_i)/N] 可以认为是gaussian
regression这个问题就深了，我也不太清楚了，浪费您感情了-,-
【在 k******w 的大作中提到】
: yes, it is this method
: but, I just know the R.V. is non gaussian, how to do regression with it?
: just give assumption on F(x)?thanks again
:
: the
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