Randomized Probability Integral Transform

Fill the jumps of a discrete CDF with an auxiliary uniform variable to obtain a uniform transform.

Experiment

Try the following steps to observe the uniformization:

1. Set Weight 0 to 1, Weight 1 to 2, and Weight 2 to 1.
2. Set Observed atom to 1.
3. Set Auxiliary quarters to 2.
4. Set CDF probe quarters to 2.
5. Observe the transformation filling the discrete jumps.

Explore more at https://riano.app/module/randomized-probability-integral-transform.