How could I convert a non-uniform random variable distribution to a uniform distribution?
Is there a formula for such a transformation?
Converting non-uniform distribution to a uniform distribution
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probability
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2The question to ask: what distribution does your "non-uniform random variable" follow? Then you can just apply the corresponding CDF to the nonuniforms. – 2010-08-28
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0I think [copula](https://en.wikipedia.org/wiki/Copula_(probability_theory)) are a related concept to what you want (generalized to multivariable distributions). – 2015-08-22
1 Answers
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Use the probability integral transform.