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Thread: Transform random variables to uniforms using their CDF

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    Transform random variables to uniforms using their CDF




    Hello,

    I researching the Joint Normal Transform methodology. I only have a basic statistics.

    How would you transform a random variable to its uniform using its CDF?

    I have a recorded the distances that people travel and I want to transform them to uniforms using the CDF.

    Thank you for your help

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    Re: Transform random variables to uniforms using their CDF

    I don't have emotions and sometimes that makes me very sad.

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    Re: Transform random variables to uniforms using their CDF


    Hello,
    I'm a little too late but maybe this will be of some use to others:
    1) You have to have the CDF (noted Fy) of your variable
    2) u = CDF and you apply the method of inversion so that you obtain: y a function of u

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