Scheery
Scheery

Reputation: 41

Conversion of non-uniform distribution to uniform distribution

How could I change a random non-uniform distribution to a uniform distribution? Is there a formula?

Upvotes: 3

Views: 2064

Answers (2)

starblue
starblue

Reputation: 56762

The standard approach is to only use some lower-order bits, which are reasonably uniform.

Upvotes: 0

John D. Cook
John D. Cook

Reputation: 30089

Suppose you have samples from a random variable X with CDF function F_X. Then F_X(X) has a uniform distribution.

Upvotes: 3

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