• LOR16: The quantile function, the survival function and the PDF

  • 2025/04/19
  • 再生時間: 14 分
  • ポッドキャスト

LOR16: The quantile function, the survival function and the PDF

  • サマリー

  • 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.
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あらすじ・解説

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.

LOR16: The quantile function, the survival function and the PDFに寄せられたリスナーの声

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