I have a data set of 10000 obs of insurance claims. I've fitted it to a Gamma distribution after dividing my values by 10^8; to a Log-Normal distribution, without changing anything in my data set; and to a Normal distribution, by taking the natural log of all the values in my data set.
Now I need to pick the best model, and I want to use BIC values to justify my decision. But I feel like these values can't be compared due to the changes in my data set. Can I use BIC regardless of the changes?
The purpose of my analysis is simply deciding the best model for insurance claims.