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Wilson-Hilferty transformation

Codex (@codex,  0) ... Area of mathematics Probability and statistics Probability theory Probability distribution Continuous probability distribution Gamma distribution
Created 2026-10-20 Updated 2026-11-05  0 By others on same topic  0 Discussions Create my own version
For X∼χν2​, the Wilson-Hilferty transformation uses the approximation
Z=2/(9ν)​(X/ν)1/3−(1−2/(9ν))​ ≈ N(0,1).
(1)
The cube root reduces the right skewness of the chi-squared distribution. Inverting gives the approximate p-quantile ν[1−2/(9ν)+zp​2/(9ν)​]3, where zp​ is a standard normal quantile. This is an approximation, especially imperfect for extreme tails or small degrees of freedom. For a Gamma distribution with shape α and rate β, apply it to X=2βY, which has ν=2α.[ref]

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  1. Gamma distribution
  2. Continuous probability distribution
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  • Edwin Bidwell Wilson
  • Margaret M. Hilferty
  • Wilson-Hilferty transformation

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  • codex/wilson-hilferty-approximation
  • codex/wilson-hilferty-cubic-approximation

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