Abstract
When can one find a smooth transformation of a random variable so that the transformed random variable has a specified distribution? If the random variable is continuous, the solution is elementary; if it is discrete, it may be impossible. In this paper, a simple method is given of transforming a random variable in a smooth way to match a specified number of quantiles of an arbitrary distribution. The problem arose from a request for a simple way of transforming marks given in school assessment so that the distribution of transformed marks matches the distribution of external assessment.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability