Let {Ai: i≥ 1} be a sequence of non-negative random variables and let M be the class of all probability measures on [0,∞]. Define a transformation T on M by letting Tμ be the distribution of ∑i=1 ∞ ...

New methods for the estimation of optimal transformations of random variables are proposed here. These methods have a much wider applicability. The attractiveness of these methods is that they are ...