MATLAB: Transforming the distribution of variables

statistics

Hello,
Would anybody know if there is a function in matlab to transform a continuous random variable x to a uniform distribution by using a cumulative distribution function (cdf) transformation?
http://en.wikipedia.org/wiki/Probability_integral_transform
Any comments and suggestions welcome.
Thank you
John

Best Answer

You can call cdf specifying the type of distribution or you can call directly the specific distribution function. For a list of supported cdfs: cumulative distributions.
An example:
x = randn(1000,1);
y = normcdf(x,0,1);
hist(y,100)
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