A quantile inequality for location-scale distributions

Clemens Elster and Katy Klauenberg

Statistics & Probability Letters, 2020, vol. 165, issue C

Abstract: It is shown that when X follows a location-scale distribution with continuous density function that has support R and 01 and all values of the location and scale parameters. An explicit expression for the minimum λ is proven for the family of scaled and shifted t-distributions.

Keywords: Quantile inequality; Location-scale distribution; Attribute sampling (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1016/j.spl.2020.108851

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