TITLE:
A Note on Generalized Inverses of Distribution Function and Quantile Transformation
AUTHORS:
Changyong Feng, Hongyue Wang, Xin M. Tu, Jeanne Kowalski
KEYWORDS:
Distribution Function; Quantile Function; Right Continuity
JOURNAL NAME:
Applied Mathematics,
Vol.3 No.12A,
December
31,
2012
ABSTRACT:
In this paper
we study the relations of four possible generalized inverses of a general
distribution functions and their right-continuity properties. We correct a
right-continuity result of the generalized inverse used in statistical
literature. We also prove the validity of a new generalized inverse which is
always right-continuous.