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Convert uneven distribution to uniform distribution

How can I change a random uneven distribution to a uniform distribution? Is there a formula?

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2 answers

Suppose you have samples from a random variable X with function CFF F_X. Then F_X (X) has a uniform distribution.

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The standard approach is to use only some low-order bits, which are fairly uniform.

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Source: https://habr.com/ru/post/1761884/

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