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How do I transform a Kumaraswamy distribution into a gamma distribution?

COOLSerdash
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Ridwan Adejumo Suleiman
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1 Answers1

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Let $q$ be the quantile function (inverse cdf) of the desired gamma with whatever parameters are required, and let $X \sim \text{Kumaraswamy}(a,b)$. Then (following the same general method given in part (ii) of Step 1 here), we get that

$Y = q(1-(1-X^a)^b)$ has the required gamma distribution.

If you don't care which gamma it is, the exponential is an easy choice to use.

Glen_b
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