Math 2.0

Probability theory and stochastic processes Foundations: probability spaces and events Concept

Quantile function

Summary

The quantile function of a real distribution is a generalized inverse of its cumulative distribution function. For a level pp between 00 and 11, it gives the smallest value xx with probability at least pp of not being exceeded. The node quantile function gives the precise definition.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Quantile_function, lead section
About this page
Tag0X60VE98HN
URIm2://0X60VE98HN
Aliasesinverse-distribution-function, percent-point-function
Kindconcept
WritingW1 stated
MSC60E05
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