Quantiles symmetry

Details Quantiles symmetry Quantiles symmetry

2010-04-04

arxiv.org/abs/1004.0540v1

Mathematics

Statistics Theory

Scientific paper

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.

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