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About: The Quantile Function

Module by: Paul E Pfeiffer. E-mail the author

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Name: The Quantile Function
ID: m23385
Language: English (en)
Summary: If F is a probability distribution function, the associated quantile function Q is essentially an inverse of F. The quantile function is defined on the unit interval (0,1). For F continuous and strictly increasing at t, then Q(u)=t iff F(t)=u. Thus, if u is a probability value, t=Q(u) is the value of t for which P(X≤t)=u. As an application, one may generate independent classes with prescribed distributions. Matlab procedures are developed for a variety of problems involving quantile functions.
Subject: Mathematics and Statistics
Keywords: Independent classes, Matlab procedures, Normal distribution, Properties, Random number generator, Sampling, Simple random variables, Weibull distribution
License: Creative Commons Attribution License CC-BY 3.0

Authors: Paul E Pfeiffer (perhp@earthlink.net)
Copyright Holders: Paul E Pfeiffer (perhp@earthlink.net)
Maintainers: Paul E Pfeiffer (perhp@earthlink.net), Daniel Williamson (dcwill@cnx.org), C. Sidney Burrus (csb@rice.edu)

Latest version: 1.7 (history)
First publication date: Apr 16, 2009 3:56 pm -0500
Last revision to module: Sep 18, 2009 1:58 pm -0500

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Version History

Version: 1.7 Sep 18, 2009 1:58 pm -0500 by Daniel Williamson
Changes:
added google analytics tracking code

Version: 1.6 Jul 28, 2009 10:56 am -0500 by Paul E Pfeiffer
Changes:
Summary added

Version: 1.5 Jul 27, 2009 12:18 pm -0500 by Daniel Williamson
Changes:
disjoint union fix

Version: 1.4 Jun 19, 2009 11:30 am -0500 by Daniel Williamson
Changes:
m-file fixes, supplemental links, metadata updated

Version: 1.3 Jun 9, 2009 5:29 pm -0500 by Daniel Williamson
Changes:
updated links, images and accessibility

Version: 1.2 May 26, 2009 4:47 pm -0500 by Daniel Williamson
Changes:
fixed module names, and updated content structure

Version: 1.1 May 17, 2009 5:32 pm -0500 by Paul E Pfeiffer
Changes:
Initial

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Pfeiffer P. The Quantile Function [OpenStax_CNX Web site]. September 18, 2009. Available at: http://cnx.org/content/m23385/1.7/.

American Psychological Assocation (APA) Publication Manual:

Pfeiffer, P. (2009, September 18). The Quantile Function. Retrieved from the OpenStax_CNX Web site: http://cnx.org/content/m23385/1.7/

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Pfeiffer, Paul. "The Quantile Function." OpenStax_CNX. September 18, 2009. http://cnx.org/content/m23385/1.7/.

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Paul Pfeiffer, "The Quantile Function," OpenStax_CNX, September 18, 2009, http://cnx.org/content/m23385/1.7/.

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Pfeiffer, P. 2009. The Quantile Function. OpenStax_CNX, September 18, 2009. http://cnx.org/content/m23385/1.7/.

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Pfeiffer, Paul. The Quantile Function. OpenStax_CNX. 18 Sep. 2009 <http://cnx.org/content/m23385/1.7/>.