Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles (Q791249): Difference between revisions
From MaRDI portal
Removed claims |
Changed an Item |
||
| Property / author | |||
| Property / author: Dieter Landers / rank | |||
Normal rank | |||
| Property / author | |||
| Property / author: Lothar Rogge / rank | |||
Normal rank | |||
Revision as of 04:05, 20 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles |
scientific article |
Statements
Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles (English)
0 references
1984
0 references
In general the \(\alpha\)-quantile of a random variable is not uniquely determined. It is the aim of this paper to suggest a limit process for choosing exactly one \(\alpha\)-quantile called a natural \(\alpha\)- quantile. This process is similar to that employed by the authors in Ann. Probab. 9, 1041-1042 (1981; Zbl 0471.60049). Moreover, a natural choice of a conditional \(\alpha\)-quantile is suggested.
0 references
best approximant
0 references
natural alpha quantile
0 references
limit process for determining exactly one alpha quantile
0 references
