Integrated quantile functions: properties and applications
In this paper we provide a systematic exposition of basic properties of integrated distribution and quantile functions. We define these transforms in such a way that they characterize any probability distribution on the real line and are Fenchel conjugates of each other. We show that uniform integra...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
VTeX
2017-12-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/17-VMSTA88 |