Let's say I have a real dataset. One of the "Features" let call it X1 follows Weibull distribution.Can I change X1 distribution from Weibull to exponential or to any continuous distribution log normal ,Gamma etc..
Is it possible ?
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1Transforming a distribution into another one? – user2974951 Nov 04 '21 at 10:13
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Sorry its not clear. – Thomas Florian Nov 04 '21 at 10:22
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What is not clear? – user2974951 Nov 04 '21 at 10:26
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It doesn't provide information about the thing I requested – Thomas Florian Nov 04 '21 at 11:19
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1Are you sure? Have you read gunes's answer from that post? It looks to me like it answers exactly your question. – user2974951 Nov 04 '21 at 11:20
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Alright Thank you – Thomas Florian Nov 04 '21 at 11:43
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Details can be found by searching our site for probability integral transform. These posts show that when $X$ is a random variable with continuous distribution function $F_X(x)=\Pr(X\le x),$ then $F_X(X)$ has a uniform distribution on $[0,1].$ When $F_Y$ is another distribution function, then $Y=F_Y^{-1}(F_X(X))$ is a random variable with distribution $F_Y.$ This solution is not unique, but it at least is monotonically non-decreasing. – whuber Nov 04 '21 at 11:52