Impossible to find the quantile of any equation

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In summary, the conversation discusses the distribution function and probability density function, and how to find the 0.5 quantile by solving a definite integral with a specific range. The issue of taking the ln of a negative number is also addressed.
  • #1
Addez123
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TL;DR Summary
Find the .5 quantile (which is same as median for continuous functions?) given the distribution function:
$$f(x) = 2xe^{-x^2}$$
Given the distribution function
$$f(x) = 2xe^{-x^2}$$
The probability density function would then be
$$F(x) = -e^{-x^2}$$

To find the .5 quantile I set F(x) = .5
$$.5 = -e^{-x^2}$$
$$ln(-.5) = -x^2$$

And already here we have the issue, you can't take ln of a negative number.
 
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  • #2
Think I solved it. Issue was I wasn't solving the definitive integral, aka. I wasn't solving the integral with any specific range. Should've solved
$$F(x)= −e^{−x2} |_0^x \Leftrightarrow -e^{-x^2} + 1 = 0.5$$
 
  • #3
Previous answer deleted. I was confused by your terminology.

##f(x)## is a density, provided you include the restriction that ##x \geq 0##, and ##F(x)## is the cumulative distribution, which is ##\int_0^x f(t) dt##.

Sometimes the term "distribution" is used for the cumulative distribution function F(x), but it is never called a "probability density".

So you are correct, you need to do a definite integral starting at 0, which will give you the correct expression.
 

1. What is the meaning of "quantile" in this context?

The quantile of an equation refers to a specific value or point that divides the distribution of data into equal proportions. It is often used in statistics to measure the spread or variability of a dataset.

2. Is it truly impossible to find the quantile of any equation?

Yes, it is impossible to find the quantile of any equation because not all equations have a defined distribution of data. In order to calculate the quantile, we need a dataset that follows a specific distribution, such as a normal distribution or a uniform distribution.

3. Can the quantile be estimated for equations with a defined distribution?

Yes, the quantile can be estimated for equations with a defined distribution. This can be done using various statistical methods, such as interpolation or using a quantile function.

4. How does finding the quantile of an equation relate to practical applications?

Finding the quantile of an equation can be useful in various practical applications, such as in finance, where it is used to analyze risk and make investment decisions. It can also be used in quality control to determine if a process is within acceptable limits.

5. Are there any alternative methods to estimate the quantile of an equation?

Yes, there are alternative methods to estimate the quantile of an equation, such as using simulation or bootstrapping techniques. These methods may provide more accurate estimates for equations with complex distributions or limited data.

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