The inspiration for this column comes not from the epic 1999 film The Matrix, as the title may suggest, but from an episode of Sean Carroll’s Mindscape podcast that I listened to over the summer. The ...

The Annals of Statistics, Vol. 38, No. 3 (June 2010), pp. 1638-1664 (27 pages) Standard statistical techniques often require transforming data to have mean 0 and standard deviation 1. Typically, this ...