quantile in a sentence
Examples
- By definition, VaR is a particular characteristic of the probability distribution of the underlying ( namely, VaR is essentially a quantile ).
- Monte-Carlo simulations employ quantile functions to produce non-uniform random or pseudorandom numbers for use in diverse types of simulation calculations.
- Another application of quantile regression is in the areas of growth charts, where percentile curves are commonly used to screen for abnormal growth.
- Quantile regression does not have this structure, and instead leads to problems in linear programming that can be solved by the simplex method.
- In fact, the logit is the quantile function of the logistic distribution, while the probit is the quantile function of the normal distribution.
- In fact, the logit is the quantile function of the logistic distribution, while the probit is the quantile function of the normal distribution.
- where z is the 1-\ frac { 1 } { 2 } \ alpha quantile of a standard normal distribution, as before.
- Quantile normalization, also part of RMA, is one sensible approach to normalize a batch of arrays in order to make further comparisons meaningful.
- Less commonly, the focus is on a quantile, or other location parameter of the conditional distribution of the dependent variable given the independent variables.
- where z _ { \ alpha / 2 } corresponds to the 1-\ alpha / 2 quantile of a standard normal random variable, and