quantile उदाहरण वाक्य

Mathematically, the PaR is the quantile of the profit distribution of a portfolio.
The differential entropy of a distribution can be defined in terms of its quantile density, specifically:
The VaR risk metric summarizes the quantile, a point with a specified probability of greater losses.
If the Q Q plot is based on data, there are multiple quantile estimators in use.
The quantile function can be expressed in a closed-form expressions using the Lambert W function:

Quantile functions may also be characterized as solutions of non-linear ordinary and partial differential equations.
When is an integer, the-th smallest of the values,, is the quantile estimate.
The mathematical forms arising from quantile regression are distinct from those arising in the method of least squares.
Expected shortfall is a portfolio value given that a loss is occurring at or below the q-quantile.
A normal quantile plot is commonly used to assess the fit of a data set to a normal population.