I need to find a proper definition of a quantile. It says: a p-th quantile $x_p$ is a number, that satisfies the following conditions: $$ 0<p<1 $$ and $$ P(X \le x_{p}) \ge p $$ and $$ P(X \ge x_{p}) \ge 1-p $$ is this definition right?
2026-03-26 01:06:06.1774487166
Is this definition of a quantile proper?
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Yes, except for $0<p<1$, I would use
$$0 \leq p \leq 1$$
because probability can bei $0$ and $1$, too. The other conditions are fine.