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Quantiles symmetry

2010/04/04 by Reza Hosseini, Hosseini, Reza
Computer Science · Engineering · Mathematics · #Advanced Control Systems Optimization #Computability, Logic, AI Algorithms #FOS: Mathematics #Reservoir Engineering and Simulation Methods #Statistics Theory (math.ST) #math.ST #stat.TH

paper · pdf · doi:10.48550/arxiv.1004.0540

arxiv created 2010/04/04 · openalex publication_date 2010/04/04 · arxiv updated 2010/04/06 · openalex created_date 2024/04/10 · openalex updated_date 2026/07/28

Abstract

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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