Power transformation is optional, with estimation of the exponent as well.
Thus, for example, lognormal distributions may also be analyzed. As mentioned above, for a given value of the exponent in the power transformation, the parameters are estimated iteratively by the EM algorithm. When also the exponent has to be estimated, its value is changed by an initial step size of D . At each new exponent value, the other parameters are first approximately adjusted for the change in the exponent and then estimated by the counting method. If the exponent exceeds the lower bound, R LB , or the upper bound, R UB , an error message is issued.