Application of transformations in parametric inference.

The objective of the present paper is to provide a simple approach to statistical inference<br>using the method of transformations of variables. We demonstrate performance of this powerful<br>tool on examples of constructions of various estimation procedures, hypothesis testing, Bayes<br>analysis and statistical inference for the stress-strength systems. We argue that the tool of<br>transformations not only should be used more widely in statistical research but should become<br>a routine part of calculus-based courses of statistics. Finally, we provide sample problems for<br>such a course as well as possible undergraduate reserach projects which utilize transformations<br>of variables.