Anscombe transform

Standard deviation of the transformed Poisson random variable as a function of the mean .

In statistics, the Anscombe transform, named after Francis Anscombe, is a variance-stabilizing transformation that transforms a random variable with a Poisson distribution into one with an approximately standard Gaussian distribution. The Anscombe transform is widely used in photon-limited imaging (astronomy, X-ray) where images naturally follow the Poisson law. The Anscombe transform is usually used to pre-process the data in order to make the standard deviation approximately constant. Then denoising algorithms designed for the framework of additive white Gaussian noise are used; the final estimate is then obtained by applying an inverse Anscombe transformation to the denoised data.

Anscombe transform animated. Here is the mean of the Anscombe-transformed Poisson distribution, normalized by subtracting by , and is its standard deviation (estimated empirically). We notice that and remains roughly in the range of over the period, giving empirical support for

From Wikipedia, the free encyclopedia ยท View on Wikipedia

Developed by Tubidy