A Note on Generalized Inverses of Distribution Function and Quantile Transformation

• 作者: Changyong Feng Hongyue Wang Jeanne Kowalski Xin M. Tu
• 来源期刊: 应用数学(英文)
• 学科: 数学
• 关键词: Distribution FUNCTION QUANTILE FUNCTION RIGHT CONTINUITY
• 年，卷（期）: yysxyw_2012,（12）
• 页码范围: 2098-2100
• 页数: 3页
• 分类号: O1

摘要

In this paper we study the relations of four possible generalized inverses of a general distribution functions and their right-continuity properties. We correct a right-continuity result of the generalized inverse used in statistical literature. We also prove the validity of a new generalized inverse which is always right-continuous.