Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

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


    User Avatar
    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.
Share this great discussion with others via Reddit, Google+, Twitter, or Facebook