Denote by q y (X) a y-quantile of a r.v. X. Let X have a continuous d.f.

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Denote by q_y(X) a y-quantile of a r.v. X. Let X have a continuous d.f. F(x) strictly increasing at all x’s such that 0 < F(x) < 1. Show that q_y(a−X)= a−q_1−y(X) for any a and y ∈ (0,1).

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Probability And Stochastic Modeling

ISBN: 9781439872062

1st Edition

Authors: Vladimir I. Rotar

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Question Posted: Jan 11, 2024 09:02 AM

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Denote by q y (X) a y-quantile of a r.v. X. Let X have a continuous d.f.

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