Quantile probability and statistical data modeling

被引：93

作者：

Parzen, E ^{[1
]}

机构：

[1] Texas A&M Univ, Dept Stat, College Stn, TX 77843 USA

来源：

STATISTICAL SCIENCE | 2004年 / 19卷 / 04期

关键词：

mid-distribution transform; percent function; percentile function; quantile function; monotone transform; parameter inverse pivot quantile function; confidence Q-Q curve; quantile-quartile function QIQ(u); density quantile; quantile density; conditional quantile; comparison distribution; comparison density; Bayesian inference using quantile simulation; bivariate dependence; component correlations;

D O I：

10.1214/088342304000000387

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Quantile and conditional quantile statistical thinking, as I have innovated it in my research since 1976, is outlined in this comprehensive survey and introductory course in quantile data analysis. We propose that a unification of the theory and practice of statistical methods of data modeling may be possible by a quantile perspective. Our broad range of topics of univariate and bivariate probability and statistics are best summarized by the key words. Two fascinating practical examples are given that involve positive mean and negative median investment returns, and the relationship between radon concentration and cancer.

引用

页码：652 / 662

页数：11

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