A semi-parametric method for transforming data to normality

A non-parametric transformation function is introduced to transform data to any continuous distribution. When transformation of data to normality is desired, the use of a suitable parametric pre-transformation function improves the performance of the proposed non-parametric transformation function. The resulting semi-parametric transformation function is shown empirically, via a Monte Carlo study, to perform at least as well as any parametric transformation currently available in the literature.

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