BoxCox Distribution with Threshold
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Probability Density Function (PDF)
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Cumulative Distribution Function (CDF)
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• Range 0 < 𝑥 - 𝜃 < ∞
• Location parameter, 𝜇, the mean
• Scale parameter, 𝜎 > 0, the standard deviation
• Shape parameter 𝜆
• Threshold parameter 𝜃 < 𝑚𝑖𝑛(𝑥)
- Notes: The concentrated likelihood is used in the ML estimation. This implies that the location and
scale parameters are not estimated freely, but are derived as the mean and standard deviation of
the BoxCox transformed variate.
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