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Construct a random variable with a given distribution

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#probability-theory #measure-theory #probability-distributions #lebesgue-measure #quantile
94
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consistency of inverse cdf

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#probability-distributions #quantile
172
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Quantile function of the r th order statistics of i.n.n.i.d. random variables

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#probability-distributions #order-statistics #inverse-function #quantile
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Basic Quantile Calculation

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#statistics #quantile
213
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How to efficiently find quantile (root) of integral function

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#calculus #definite-integrals #algorithms #newton-raphson #quantile
362
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Bootstrap method & Confidence Interval

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#statistics #confidence-interval #quantile #bootstrap-sampling
60
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Find the value of the $5$th decile, $D_5$.

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#statistics #quantile
109
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M-estimator as a quantile estimator

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#probability #statistics #parameter-estimation #quantile #robust-statistics
140
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Solving for the quantile of a probability density function.

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#calculus #logarithms #density-function #cumulative-distribution-functions #quantile
84
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Finding the median value from a PDF

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#statistics #density-function #cumulative-distribution-functions #median #quantile
48
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Function of quantile function

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#probability #probability-theory #cumulative-distribution-functions #quantile #quantile-function
45
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How to compute $VaR_\lambda(X_n)$?

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#probability #probability-theory #quantile
141
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Probability distribution of resampled quantile

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#random-variables #quantile
42
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Linear quantile regression v.s. two-step OLS regression

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#statistics #regression #quantile
153
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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 $\mathcal{O}(n^{-r})$

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#probability #probability-theory #probability-distributions #quantile #quantile-function

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