Probability distribution
In statistics, the Box–Cox distribution (also known as the power-normal distribution) is the distribution of a random variable "X" for which the Box–Cox transformation on "X" follows a truncated normal distribution. It is a continuous probability distribution having probability density function (pdf) given by
formula_1
for "y" ; 0, where "m" is the location parameter of the distribution, "s" is the dispersion, "ƒ" is the family parameter, "I" is the indicator function, Φ is the cumulative distribution function of the standard normal distribution, and sgn is the sign function.