Functions related to probability distributions

Quantile function

In probability and statistics, the quantile function, associated with a probability distribution of a random variable, specifies the value of the random variable such that the probability of the variable being less than or equal to that value equals the given probability. Intuitively, the quantile function associates with a range at and below a probability input the likelihood that a random variable is realized in that range for some probability distribution. It is also called the percentile function, percent-point function or inverse cumulative distribution function. (Wikipedia).

Quantile function
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Related pages

Inverse function | Differential equation | Beta distribution | Monte Carlo method | Quantile | Inverse transform sampling | Gamma distribution | Mean | Statistics | Probability density function | Cumulative distribution function | Rank–size distribution | Exponential distribution | Percentage point | Probability | Monte Carlo methods in finance | Probability integral transform | Weibull distribution | Mixture distribution | Median | Quartile | Infimum and supremum | Computational finance | Log-logistic distribution | Closed-form expression | Ordinary differential equation | Probability distribution | Normal distribution | Probit | Random variable | Galois connection | Expected value | Bisection method | Tukey lambda distribution | Statistical significance | Probability mass function | Characteristic function (probability theory) | Logistic distribution