ABSTRACT
An explicit expression for the pdf of Y is not available, but it can be expressed as
is said to have the Tukey lambda distribution. The transformation (XXIV.l) is monotonic increasing for all values of A (A ^ 0). If a = 1, the distribution is symmetrical. The Tukey lambda distribution has been studied by various authors, see Hastings et al. (1947), Tukey (1962), Shapiro and Wilk (1965) and Joiner and Rosenblatt (1971).
