Jump to content

  • Log In with Google      Sign In   
  • Create Account


#ActualKaptein

Posted 01 November 2012 - 11:56 PM

This is my last resort after 2 days of devouring information from everywhere Posted Image
My math skills are relatively poor though, but I have a feeling what I'm trying to do simply can't be done.

I am summing random variables that have uniform distribution, once they are summed they are of normal distribution
With only n = 3, the distribution is already extremely poor.
How can I, and is it even possible to make the distribution uniform again?

This is the ultimate example:

[source lang="cpp"]for (1 ... N) { X += uniform();}X = uniformize(X, N);[/source]

http://www.johndcook.com/blog/2009/02/12/sums-of-uniform-random-values/
the density function for my final distribution should be a constant 1/N
Posted Image

#4Kaptein

Posted 01 November 2012 - 11:12 PM

This is my last resort after 2 days of devouring information from everywhere Posted Image
My math skills are relatively poor though, but I have a feeling what I'm trying to do simply can't be done.

I am summing random variables that have uniform distribution, once they are summed they are of normal distribution
With only n = 3, the distribution is already extremely poor.
How can I, and is it even possible to make the distribution uniform again?

This is the ultimate example:

[source lang="cpp"]for (1 ... N) { X += uniform();}X = uniformize(X, N);[/source]

also, why is it that i can't get multiline on the code block above
Posted Image

#3Kaptein

Posted 01 November 2012 - 11:11 PM

This is my last resort after 2 days of devouring information from everywhere Posted Image
My math skills are relatively poor though, but I have a feeling what I'm trying to do simply can't be done.

I am summing random variables that have uniform distribution, once they are summed they are of normal distribution
With only n = 3, the distribution is already extremely poor.
How can I, and is it even possible to make the distribution uniform again?

This is the ultimate example:

[source lang="cpp"]for (1 ... N) { X += uniform();}X = uniformize(X, N);[/source]


Posted Image

#2Kaptein

Posted 01 November 2012 - 09:06 PM

This is my last resort after 2 days of devouring information from everywhere Posted Image
My math skills are relatively poor though, but I have a feeling what I'm trying to do simply can't be done.

I am summing random variables that have uniform distribution, once they are summed they are of normal distribution
With only n = 3, the distribution is already extremely poor.
How can I, and is it even possible to make the distribution uniform again?

This is the ultimate example:

[source lang="cpp"]for (1 ... N) X += uniform();X = uniformize(X, N);[/source]


Posted Image

#1Kaptein

Posted 01 November 2012 - 09:04 PM

This is my last resort after 2 days of devouring information from everywhere :)
My math skills are relatively poor though, but I have a feeling what I'm trying to do simply can't be done.

I am summing random variables that have uniform distribution, once they are summed they are of normal distribution
With only n = 3, the distribution is already extremely poor.
How can I, and is it even possible to make the distribution uniform again?

This is the ultimate example:
for (1 ... N)
X += random()

X = uniformize(X, N)

:)

PARTNERS