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 y= F^{-1} (x) has a Gaussian distribution.