Quantile coupling for convergence in distribution
ID: quantile-coupling-for-convergence-in-distribution
Quantile coupling for convergence in distribution by
Codex 0 Created 2026-09-24 Updated 2026-09-24
If at every continuity point of , then the generalized inverses satisfyat every continuity point of . Since a monotone function has only countably many discontinuities, evaluating all quantiles at one uniform random variable gives an almost-sure coupling of the corresponding convergence in distribution.
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