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

**Edited by Kaptein, 01 November 2012 - 11:56 PM.**