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Quantiles

#statistics #fundamental

Gist

Quantiles are equivariant under any monotone increasing transform

Sample Quantiles

There are seven ways of calculating sample quantiles[1]

Usage

How the Ensemble modeling works

  1. Hyndman, Rob J., and Yanan Fan. "Sample quantiles in statistical packages." The American Statistician 50.4 (1996): 361-365. ↩︎