[R] Distribution transformations

[Peter Dalgaard]

kjetil at entelnet.bo writes:

> On 23 Nov 2003 at 19:35, Viola Rossini wrote:
> 
> The frechet dirtribution is in the evd (extreme value dist) package 
> on CRAN. 
> 
> The basic preinciple is that if U is uniform (0,1) anf F
> is a cumulative distrubution function, then
> F^{-1}(U) is distributed as F. 

[Slightly unfortunate double use of "F" there] 

...and conversely if X has distribution D with continuous cumulative
distribution function F, then F(X) will have a uniform distribution. I
suspect this was the clue that Viola was missing. This requires that
you know F, though. 

-- 
   O__  ---- Peter Dalgaard             Blegdamsvej 3  
  c/ /'_ --- Dept. of Biostatistics     2200 Cph. N   
 (*) \(*) -- University of Copenhagen   Denmark      Ph: (+45) 35327918
~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk)             FAX: (+45) 35327907