Hi


I have a time series of probabilites, vector X
I need to convert the probabilites to uniform numbers.


As I understand it if I put the series into the cdf the output is thus uniform.


The problem is I do not know what the cdf is for my series so how is this done ?
Every question/example I see seems to say ...'data follows norm dist' or some such but when you don't know what the distribution is how is this possible?


Any help appreciated as this seems v confusing to me.
Thks vm.



Transforming to uniform numbers
Replace each data point by its percentile. E.g., if $x\_{27}$ is the 45th largest of 7289 data points, let $u\_{27} = 45/7289$.


