{
  "aliases": null,
  "backlinks": null,
  "body": "\n## Definition\n\nLet $F \\colon \\mathbb{R} \\to [0, 1]$ be the [[cumulative distribution function|0MXMS3AE13]] of a real random variable $X$.\nThe quantile function of $X$ is the function $Q \\colon (0, 1) \\to \\mathbb{R}$ with\n$$Q(p) = \\inf \\{x \\in \\mathbb{R} : F(x) \\ge p\\}.$$\nHere $\\inf$ is the [[infimum|04KFTA34C5]]. The number $Q(p)$ is the $p$-quantile of $X$.\n\n## Remarks\n\nThe set in the definition is nonempty and bounded below for $0 \u003c p \u003c 1$, and the infimum is a minimum because $F$ is right-continuous. So $F(Q(p)) \\ge p$, and $Q(p) \\le x$ if and only if $p \\le F(x)$.\nIf $F$ is continuous and strictly increasing, then $Q = F^{-1}$.\nIf $U$ is uniform on $(0, 1)$, then $Q(U)$ has the cumulative distribution function $F$. This is inverse transform sampling.\n$Q(1/2)$ is a [[median|08W2CW8PKW]] of $X$, and $Q(1/4)$ and $Q(3/4)$ are the lower and upper quartiles.\n\n## Explanations\n\n### L1 human\n\nThe quantile function answers the question \"below which value does a fraction $p$ of the probability lie?\".\nFor the exponential distribution with rate $1$, $F(x) = 1 - e^{-x}$, so $Q(p) = -\\ln(1 - p)$.\n",
  "commit": "6ac761d40018146541484a9e8b9eafd6ecc303dc",
  "front": {
    "defines": "0X60VE98HN",
    "kind": "definition",
    "msc": [
      "60E05"
    ],
    "name": "Quantile function",
    "sources": [
      {
        "locator": "General distribution function",
        "url": "https://en.wikipedia.org/wiki/Quantile_function"
      }
    ],
    "tag": "0B3Q3XDM5X",
    "uses": [
      "0MXMS3AE13",
      "04KFTA34C5"
    ]
  },
  "kind": "definition",
  "link": "https://math2.tamnd.com/node/0B3Q3XDM5X/",
  "links": [
    {
      "field": "defines",
      "target": "0X60VE98HN"
    },
    {
      "field": "uses",
      "target": "0MXMS3AE13"
    },
    {
      "field": "uses",
      "target": "04KFTA34C5"
    }
  ],
  "markdown": "https://math2.tamnd.com/node/0B3Q3XDM5X.md",
  "msc": [
    "60E05"
  ],
  "name": "Quantile function",
  "prov": null,
  "role": "",
  "source": "https://github.com/tamnd/math2/blob/main/nodes/0B3/0B3Q3XDM5X.md",
  "status": null,
  "tag": "0B3Q3XDM5X",
  "uri": "m2://0B3Q3XDM5X",
  "url": "https://math2.tamnd.com/wiki/quantile-function-definition/",
  "writing": {
    "tag": "0B3Q3XDM5X",
    "kind": "definition",
    "level": "W1",
    "next": [
      {
        "what": "edge instance_of in",
        "note": "one example",
        "have": 0,
        "want": 1
      },
      {
        "what": "edge not_instance_of in",
        "note": "one non-example that fails one clause",
        "have": 0,
        "want": 1
      }
    ]
  }
}
