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

dexterdev

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

DrDu

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.

Similar discussions for: How to convert a gaussian distributed rnd sequence to uniform dist and viceversa
Thread	Forum	Replies
Poisson Distribution/ uniform dist.	Set Theory, Logic, Probability, Statistics	1
Gaussian distributed falling drops on a non-orthogonal plane	Set Theory, Logic, Probability, Statistics	10
Electric Field between two opposite, gaussian distributed charged spheres	Classical Physics	2
Uniformly Distributed Sequence	Calculus	0
uniform distributed modulo 1, exp factor	Linear & Abstract Algebra	0

DrDu Recognitions: Science Advisor	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.