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.