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Questions tagged [quantile]

one of several equally-frequent subranges of a data set or random distribution; for example, a percentile or quartile

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Prove $X(\omega) = \sup\{y \in \mathbb{R}: F(y) < \omega\}$ is a random variable.

Let F be a distribution function. On $(\Omega, \mathfrak{F}, P)=((0,1), \mathfrak{B}(0,1),\lambda)$ where $\lambda$ denotes Lebesgue measure. Define X: $\Omega \to \mathbb{R}$ by $X(\omega) = \sup(y \...
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Where can I find examples of Skorokhod representations?

So, I recently (re-)discovered that random variables learned in elementary probability such as the exponentially distributed random variable $X$ with cdf $F_X(x) = 1-e^{- \lambda x}$ can be explicitly ...
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Bootstrap estimation of the 95% confidence intervals for the 95% quantile for gamma distribution

I cant find any where information or algorithm how to apply in steps the bootstrap procedure to estimate the 95% confidence intervals for the 95% quantile from a random sample. Does anyone knows how ...