Tag Archives: Lambert W

I did it the Lambert Way

Finally, after years of struggling to convince reviewers that the Lambert W function is indeed a useful mathematical function I published a sequel to the original Lambert W paper: this time it’s about heavy tails and how to model it, but also remove it from data.  The paper is entitled “The Lambert Way to Gaussianize heavy-tailed data with the inverse of Tukey’s h transformation as a special case”.

For those of you who know Tukey’s h distribution, heavy tail Lambert W x F distributions are a generalization of it and I show the explicit inverse (even though some reviewers – I think – don’t want to acknowledge this, because they have worked on it previously and deemed it impossible.)

References on the Lambert W function

Here I gather a list of statistical and non-statistical references on the Lambert W function.


Links are in no particular order (yet). The number in parenthesis gives the year of the version I could find; it’s not the current state of the linked work.

If any link is broken, please email me so I can fix it.