A Note on Generalized Inverses of Distribution Function and Quantile Transformation

Changyong Feng, Hongyue Wang, Xin M. Tu, Jeanne Kowalski

Department of Biostatistics & Bioinformatics, Rollins School of Public Health, Winship Cancer Institute, Atlanta, USA.
Department of Biostatistics and Computational Biology University of Rochester, Rochester, USA.

DOI: 10.4236/am.2012.312A289                

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.

Keywords

Distribution Function; Quantile Function; Right Continuity

Conflicts of Interest

The authors declare no conflicts of interest.

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