1. ## Linear probability distribution

I am trying to come up with a concise formula for a probability distribution that is just decreasing linearly but it is eluding me.

What I am looking for is:

For instance, given uniformly distributed random numbers 0 - 1 I want to map those to 0 - n with 0 having the highest probability and n having the lowest. Seems straightforward but ... Perhaps not.

Thanks!

2. Originally Posted by rfrank
I am trying to come up with a concise formula for a probability distribution that is just decreasing linearly but it is eluding me.

What I am looking for is:

For instance, given uniformly distributed random numbers 0 - 1 I want to map those to 0 - n with 0 having the highest probability and n having the lowest. Seems straightforward but ... Perhaps not.

Thanks!
Use the probability integral transform theorem:

http://www.mathhelpforum.com/math-he...on-155753.html

A course in mathematical statistics - Google Books

THE IVERSE PROBABILITY METHOD FOR GENERATING RANDOM VARIABLES