Index: The Book of Statistical ProofsGeneral Theorems ▷ Probability theory ▷ Other probability functions ▷ Quantile function

Definition: Let $X$ be a random variable with the cumulative distribution function (CDF) $F_X(x)$. Then, the function $Q_X(p): [0,1] \to \mathbb{R}$ which is the inverse CDF is the quantile function (QF) of $X$. More precisely, the QF is the function that, for a given quantile $p \in [0,1]$, returns the smallest $x$ for which $F_X(x) = p$:

\[\label{eq:qf} Q_X(p) = \min \left\lbrace x \in \mathbb{R} \, \vert \, F_X(x) = p \right\rbrace \; .\]

Metadata: ID: D14 | shortcut: qf | author: JoramSoch | date: 2020-02-17, 22:18.