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Quantiles symmetry

This paper finds a symmetry relation (between quantiles of a random variable and its negative) that is intuitively appealing. We show this symmetry is quite useful in finding new relations for quantiles, in particular an equivariance property for quantiles under continuous decreasing transformations.

4 nodes3 linksoverview previewQuantiles symmetry
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Quantiles symmetry4 visible / 4 total nodes / 3 links
AuthorshipTopic signalTopic signalWQuantiles symmetrypreprint / 2010AReza HosseiniResearcherTmath.ST3384 worksTStatistics Theory3281 works
PaperSignal 103 links

Quantiles symmetry

preprint / 2010

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