Metrika

, Volume 31, Issue 1, pp 99–113 | Cite as

Natural α-quantiles and conditional α-quantiles

  • D. Landers
  • L. Rogge
Publication
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Summary

In general the α-quantile of a random variable is not uniquely determined. It is the aim of this paper to suggest a limit process for chosing exactly one α-quantile. Moreover a natural choice of a conditional α-quantile is suggested.

Keywords

Conditional Median Convex Function Probability Space Natural Choice Regular Distribution 

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References

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Copyright information

© Physica-Verlag 1984

Authors and Affiliations

  • D. Landers
    • 1
  • L. Rogge
    • 2
  1. 1.Mathematisches Institut der Universität KölnKöln 41
  2. 2.Universität-Gesamthochschule DuisburgDuisburg

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