Question: For a c.d.f. F with quantile function defined by F1 (u) = inf{x : F(x) u} , show that: (i) F(x) u is
For a c.d.f. F with quantile function defined by F−1
(u) = inf{x : F(x) ≥ u} , show that: (i) F(x) ≥ u is equivalent to F−1(u) ≤ x.
(ii) F−1(·) is nondecreasing and left continuous with right-hand limits.
(iii) F(F−1(u)) ≤ u with equality if F is continuous at F−1(u).
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
