Transcribed
LOR16: The quantile function, the survival function and the PDF
Apr 19, 2025 ·
14m
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LOR16: The quantile function, the survival function and the PDF
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Description
In this episode, building on the cumulative distribution function F (CDF) introduced in Episode 15, we define the quantile function Q, the survival function S, and the probability density function...
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In this episode, building on the cumulative distribution function F (CDF) introduced in Episode 15, we define the quantile function Q, the survival function S, and the probability density function f (PDF).
We then explore how each of these tools helps describe the behavior of a random variable.
Along the way, we also introduce Value-at-Risk (VaR), which becomes quite straightforward once you understand quantiles.
Are you ready to take the risk?
Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
show less
We then explore how each of these tools helps describe the behavior of a random variable.
Along the way, we also introduce Value-at-Risk (VaR), which becomes quite straightforward once you understand quantiles.
Are you ready to take the risk?
Become a supporter of this podcast: https://www.spreaker.com/podcast/the-logic-of-risk--6469023/support.
Information
| Author | Pasquale Cirillo |
| Organization | Pasquale |
| Website | - |
| Tags |
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