How to convert a gaussian distributed rnd sequence to uniform dist and viceversa


by dexterdev
Tags: convert, dist, distributed, gaussian, sequence, uniform, viceversa
dexterdev
dexterdev is offline
#1
Dec11-12, 08:26 AM
P: 190
Hi PF,
I have a device (with a microcontroller) which generates random numbers. when I analyzed those numbers using Matlab software I found that it is following a uniform distribution. How can I mathematically (any algorithm?) convert this random output to a gaussian one. Also I would like to know the reverse case ie gaussian to uniform one.

-Devanand T
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DrDu
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#2
Dec11-12, 01:11 PM
Sci Advisor
P: 3,379
If F is the cdf of the Gaussian distribution, and x is a point from your uniform distribution 0<=x<=1, then [itex]y= F^{-1} (x) [/itex] has a Gaussian distribution.


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