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

  1. Dec 11, 2012 #1
    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
     
  2. jcsd
  3. Dec 11, 2012 #2

    DrDu

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    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.
     
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