Transforming samples from truncation parameter distributions to uniformity

Abstract

Transformations are given which transform a sample from an arbitrary member of a parametric family with range and density from dependent upon parameters to aset of i.i.d uniform rv's on (0,1). The two-parameter exponential, Pareto and uniform distributions are considered in examples.

Keywords:

• truncation parameter distrbutions
• uniform transformations
• composits goodness-of-fit