Natural \(\alpha\)-quantiles and conditional \(\alpha\)-quantiles (Q791249): Difference between revisions
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Revision as of 02:14, 5 March 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)
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1984
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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.
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best approximant
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natural alpha quantile
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limit process for determining exactly one alpha quantile
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