In probability theory, the probability integral transform (also known as universality of the uniform) relates to the result that data values that are modeled as being random variables from any given continuous distribution can be converted to random variables having a standard uniform distribution. This holds exactly provided that the distribution being used is the true distribution of the random variables; if the distribution is one fitted to the data, the result will hold approximately in large samples.
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| - Trasformazione integrale di probabilità (it)
- Probability integral transform (en)
- 機率積分轉換 (zh)
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| - In statistica, la trasformazione integrale di probabilità si riferisce al risultato che converte valori descritti come variabili casuali di una qualsivoglia distribuzione continua in variabili casuali aventi una distribuzione uniforme. Questo è sempre vero, a patto che la distribuzione utilizzata come punto di partenza sia la vera distribuzione della variabile casuale; se si è operato un fit di distribuzione ai valori, il risultato sarà approssimativamente vero per campioni abbastanza grandi. (it)
- 在概率論中，機率積分轉換 (Probability integral transform；或稱萬流齊一、萬流歸宗，Universality of the Uniform) 說明若任意一個連續的隨機变量 (c.r.v)，當已知其累積分布函數 (cdf)為Fx(x)，可透過隨機变量轉換令Y=Fx(X)，則可轉換為一 Y～U(0,1) 的均勻分佈。換句話說，若設 Y 是 X 的一個隨機变量轉換，而恰好在給定 Y 是其累積分布函數 (cdf) Fx(X) 本身時，可以將此隨機变量轉化為一均勻 (0,1) 分佈。 (zh)
- In probability theory, the probability integral transform (also known as universality of the uniform) relates to the result that data values that are modeled as being random variables from any given continuous distribution can be converted to random variables having a standard uniform distribution. This holds exactly provided that the distribution being used is the true distribution of the random variables; if the distribution is one fitted to the data, the result will hold approximately in large samples. (en)
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| - In probability theory, the probability integral transform (also known as universality of the uniform) relates to the result that data values that are modeled as being random variables from any given continuous distribution can be converted to random variables having a standard uniform distribution. This holds exactly provided that the distribution being used is the true distribution of the random variables; if the distribution is one fitted to the data, the result will hold approximately in large samples. The result is sometimes modified or extended so that the result of the transformation is a standard distribution other than the uniform distribution, such as the exponential distribution. (en)
- In statistica, la trasformazione integrale di probabilità si riferisce al risultato che converte valori descritti come variabili casuali di una qualsivoglia distribuzione continua in variabili casuali aventi una distribuzione uniforme. Questo è sempre vero, a patto che la distribuzione utilizzata come punto di partenza sia la vera distribuzione della variabile casuale; se si è operato un fit di distribuzione ai valori, il risultato sarà approssimativamente vero per campioni abbastanza grandi. (it)
- 在概率論中，機率積分轉換 (Probability integral transform；或稱萬流齊一、萬流歸宗，Universality of the Uniform) 說明若任意一個連續的隨機变量 (c.r.v)，當已知其累積分布函數 (cdf)為Fx(x)，可透過隨機变量轉換令Y=Fx(X)，則可轉換為一 Y～U(0,1) 的均勻分佈。換句話說，若設 Y 是 X 的一個隨機变量轉換，而恰好在給定 Y 是其累積分布函數 (cdf) Fx(X) 本身時，可以將此隨機变量轉化為一均勻 (0,1) 分佈。 (zh)
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