how to convert a beta distribution into a uniform one?

Question

i want to convert a beta distribution with shape parameters a=b=0.5 into a uniform one. is this possible and if it is, how can i do it?

Answer 1

Since the uniform distribution has a density of 1 everywhere (over the interval (0, 1)) you will "just" have to invert the density formula for the beta distribution.

But it contains gammas and after a quick googling it seems as if those guys are non-trivial to inverse.

If you know your math you can give it a shot, otherwise you can still try maple. I for sure don't know without putting some hours of effort into it. Maybe somebody else does...

Answer 2

First, let me check if I understand what you want to do. This is the way I'm reading it: you have data (e.g. from a random number generator) that has a beta distribution. You want to apply a function to each data point, so the output data values have a uniform distribution. Is that right?

If so, the cumulative distribution function (the integral of the probability density function) should actually be the mapping you need.