From "A Conversation with George Box" - ------------ The story about that goes back to the time when I was still in England, and David Cox and I were both on t

From "A Conversation with George Box" - ------------ The story about that goes back to the time when I was still in England, and David Cox and I were both on the research committee of the Royal Statistical Society. Various people remarked on the fact that Box and Cox were both on the committee and said that we should write a paper together. My recollection is that either David said to me or I said to David, "You know, perhaps we ought to take them up on that." And so, "Yes, OK, let's do that. And what should it be about?" Well, we both knew the story about Box and Cox. This is a story about Box living in a room during the day and Cox living in the same room during the night, and neither of them knew that the landlady was giving the room to two people and getting two rents rather than one. So we said, "Well, obviously the thing to write about is transformations." And that was all we had to begin with. [Laughs] We did something about it. We got as far as the part about the Jacobian, and if you've read that paper ["An analysis of transformations," J. Roy. Statist. Soc. Ser. B 26 (1964) 211-252] you'll know that this part is a little bit tricky, even controversial. We didn't know quite how to deal with that bit, and so it got put to one side. The time passed, years passed; I went to Princeton, and then to Madison. After I had been at Madison a short while, the way I remember it is that David wrote me a letter and said, "Hey, you know that thing we were doing? I think if we went this way, we would be able to do it." And I wrote back and said, "Yeah, I think so," and what about this and what about that, and so on. And so we started working together again on it, and finally we got the paper out. DeGroot: A classic paper. So it really did start with just the authors' names and built up from there. Box: Yes. I think we also had sort of a slight conspiracy because I think we both felt it was a bit funny about the Box and Cox notion. David was keener on the likelihood approach and I was keener on the Bayesian approach. So we put both in, and when the discussion came up various people said, "Perhaps the authors would like to say whether they both agree on this" and we were careful not to say. So there was sort of a slight Box-Coxish uncertainty about the whole thing which we thought was amusing. ------- One of the most cited papers in Statistics, the Box-Cox transform (http://www.econ.uiuc.edu/~econ508/Papers/boxcox64.pdf http://www.econ.uiuc.edu/~econ508/Papers/boxcox64.pdf , 18000+ citations) is a power transform just about everybody has employed at one point or another when dealing with non-Gaussian data (builtin function MASS::boxcox in R)