Question

Solving $\partial_t \gamma_t(x) = - \gamma_t(x) + \frac{\gamma_t''(x)}{\gamma_t'(x)^2}$, a nonlinear PDE on quantile functions

score 118 · Answer 1 · 2023-07-24 10:35:58

118

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Solving $\partial_t \gamma_t(x) = - \gamma_t(x) + \frac{\gamma_t''(x)}{\gamma_t'(x)^2}$, a nonlinear PDE on quantile functions

Published on 24 Jul 2023 - 10:35

score 34 · Answer 2 · 2023-08-12 11:13:16

34

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Does the vector space of differences of quantile functions have a neat characterization?

Published on 12 Aug 2023 - 11:13

score 151 · Answer 3 · 2023-08-21 00:01:42

151

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Show that $\int_{-\infty}^{a_1} (a_1-x)^r f(x) \mathrm{d} x$ and $\int_{a_n}^\infty (x - a_n)^r f(x) \mathrm{d} x$ are of order $\mathcal{O}(n^{-r})$

Published on 21 Aug 2023 - 0:01

score 30 · Answer 4 · 2023-09-21 00:39:02

30

Views

How to prove this inequality regarding the quantiles of F-distribution?

Published on 21 Sep 2023 - 0:39

score 50 · Answer 5 · 2023-09-22 07:53:46

50

Views

Sampling Normal Distribution; Box-Muller, Inverse Transform, Rejection, Approximations?

Published on 22 Sep 2023 - 7:53

score 29 · Answer 6 · 2023-11-01 08:56:51

29

Views

Is quantile just quantile function evaluated at specific values?

Published on 01 Nov 2023 - 8:56

score 38 · Answer 7 · 2023-11-03 10:21:39

38

Views

Monotonicity of quantile function divided by its derivative and argument

Published on 03 Nov 2023 - 10:21

score 13 · Answer 8 · 2026-02-28 18:36:59

13

Views

Why does the quantile function of bivariate normal variables become non-elementary in one dimension?

Published on 28 Feb 2026 - 18:36

score 43 · Answer 9 · 2023-12-23 18:51:29

43

Views

Prove $E(X)=\int_0^\infty1-F_X(x)\,dx$ using quantile functions

Published on 23 Dec 2023 - 18:51

score 66 · Answer 10 · 2024-01-09 12:21:04

66

Views

Using quantile function of eventually monotonic pdf to get something like an expectation

Published on 09 Jan 2024 - 12:21

score 39 · Answer 11 · 2026-03-24 16:55:46

39

Views

Quantile function

Published on 24 Mar 2026 - 16:55

score 48 · Answer 12 · 2026-02-23 16:49:38

48

Views

When is the quantile function of a gamma distribution concave?

Published on 23 Feb 2026 - 16:49

score 85 · Answer 13 · 2020-09-29 12:40:52

85

Views

Quantile Function of a Normal RV

Published on 29 Sep 2020 - 12:40

score 303 · Answer 14 · 2020-10-28 14:35:10

303

Views

Integrals of quantile function

Published on 28 Oct 2020 - 14:35

score 154 · Answer 15 · 2020-11-08 00:34:35

154

Views

Help with a covariance inequality

Published on 08 Nov 2020 - 0:34

List Question

Solving $\partial_t \gamma_t(x) = - \gamma_t(x) + \frac{\gamma_t''(x)}{\gamma_t'(x)^2}$, a nonlinear PDE on quantile functions

Does the vector space of differences of quantile functions have a neat characterization?

Show that $\int_{-\infty}^{a_1} (a_1-x)^r f(x) \mathrm{d} x$ and $\int_{a_n}^\infty (x - a_n)^r f(x) \mathrm{d} x$ are of order $\mathcal{O}(n^{-r})$

How to prove this inequality regarding the quantiles of F-distribution?

Sampling Normal Distribution; Box-Muller, Inverse Transform, Rejection, Approximations?

Is quantile just quantile function evaluated at specific values?

Monotonicity of quantile function divided by its derivative and argument

Why does the quantile function of bivariate normal variables become non-elementary in one dimension?

Prove $E(X)=\int_0^\infty1-F_X(x)\,dx$ using quantile functions

Using quantile function of eventually monotonic pdf to get something like an expectation

Quantile function

When is the quantile function of a gamma distribution concave?

Quantile Function of a Normal RV

Integrals of quantile function

Help with a covariance inequality

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