How to transform random variables from a non-normal distribution to a normal distribution?
March 30, 2011 2:34 PM Subscribe
How would I find a function that transforms random variables from an non-normal probability distribution to a normal distribution?
posted by formless to Science & Nature (9 answers total)
I have a set of scores from a random distribution that is skewed left. Maximum likelihood estimation using the tools from Wessa.net
show a likely Beta or Weibull distribution. For background, the scores are inflated ratings for games.
What I'd like to do is normalize the scores. So that given an arbitrary score from the real distribution, the result is a new score from the transformed normal distribution.
What keywords and topics should I search for to learn how to do this? I'm familiar with R and Matlab, so code from there works too.