The PMF function that we saw before works great for inspecting discrete random variables and calculating their expected values. However, we did see that when moving towards continuous random variables ...

Abstract: A cumulative distribution function (CDF) states the probability that a sample of a random variable will be no greater than a value x, where x is a real value. Closed form expressions for ...

With the current interest in copula methods, and fat-tailed or other non-normal distributions, it is appropriate to investigate technologies for managing marginal distributions of interest. We explore ...

This is a preview. Log in through your library . Abstract It is shown that the limiting distribution of any regular estimator of a continuous cdf on [0, 1] can be represented as a convolution of the ...

For two distribution functions, F and G, the shift function is defined by $\Delta(t) \equiv G^{-1} \circ F(t) - t$. The shift function is the distance from the 45 ⚬ line and the quantity plotted in ...