Quantiles and Medians

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Quantiles and Medians

We provide a list of functional equations that characterize quantile functions for collections of bounded and measurable functions. Our central axiom is ordinal covariance. When a probability measure is exogeneously given, we characterize quantiles with respect to that measure through monotonicity with respect to stochastic dominance. When none is given, we characterize those functions which ar...

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The use of Quantiles of Auxiliary Variables to Estimate Medians

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Division of the Humanities and Social Sciences California Institute of Technology Pasadena, California 91125 Quantiles and Medians

We provide a list of functional equations that characterize quantile functions for collections of bounded and measurable functions. Our central axiom is ordinal covariance. When a probability measure is exogeneously given, we characterize quantiles with respect to that measure through monotonicity with respect to stochastic dominance. When none is given, we characterize those functions which ar...

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ژورنال

عنوان ژورنال: The Annals of Mathematical Statistics

سال: 1965

ISSN: 0003-4851

DOI: 10.1214/aoms/1177700064