Accession Number:

ADA093000

Title:

Quantile Functions, Convergence in Quantile, and Extreme Value Distribution Theory.

Descriptive Note:

Technical rept.,

Corporate Author:

TEXAS A AND M UNIV COLLEGE STATION INST OF STATISTICS

Personal Author(s):

Report Date:

1980-11-01

Pagination or Media Count:

34.0

Abstract:

The aim of this paper is to summarize the probability theory of quantile functions. The contributions of this paper are 1 to emphasize the duality of quantile functions with distribution functions sec. 1 2 to explicitly define the notions of convergence in quantile and convergence in r-mean quantile sec 2 3 provide simple proofs of the distribution theory of extreme values sec 4 and 4 emphasize the role of tail exponents of quantile functions and density-quantile functions in providing easy to apply criteria for the extreme value distributions corresponding to a specified distribution. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE