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The Generalized Inverse of Distribution Functions

  • Thomas Kämpke
  • Franz Josef Radermacher
Chapter
  • 923 Downloads
Part of the Lecture Notes in Economics and Mathematical Systems book series (LNE, volume 679)

Abstract

The generalized inverse will be introduced for distribution functions of arbitrary real-valued random variables. The generalized inverse exists even if the ordinary inverse does not and they are identical if both exist. Further basic properties of the generalized inverse and connections to order relations are discussed. Also, the generalized inverse can be obtained from a sequence of ordinary inverses of suitable distribution functions; sufficient conditions therefore are stated.

A generalized inversion process for the generalized inverse is given so that the generalized inverse of a generalized inverse distribution function reproduces the distribution function. When expectations are finite, they can be computed from the generalized inverse.

Keywords

Ordinary Inversion Distribution Function Flattens Stochastic Ordering Finite Distribution Replication Properties 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

References

  1. Bauer H (1974) Wahrscheinlichkeitstheorie und Grundzüge der Maßtheorie, 2nd edn. deGruyter, BerlinGoogle Scholar
  2. Iritani J, Kuga K (1983) Duality between the Lorenz curves and the income distribution functions. Econ Stud Q 34:9–21Google Scholar

Copyright information

© Springer International Publishing Switzerland 2015

Authors and Affiliations

  • Thomas Kämpke
    • 1
  • Franz Josef Radermacher
    • 2
  1. 1.Research Institute for Applied Knowledge Processing (FAW/n)UlmGermany
  2. 2.Department of Computer ScienceUniversity of UlmUlmGermany

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