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Left continuity of the quantile function (Q(u)=supv<u​Q(v))

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Quantile function
2026-10-06  0 By others on same topic  0 Discussions Create my own version
For Q(u)=inf{x:F(x)≥u}, 0<u<1, the quantile function is a monotone function and is left-continuous. The distribution function is right-continuous, giving Q(u)≤x exactly when u≤F(x). If supv<u​Q(v)<Q(u), a point between them has F(x)<u and contradicts this equivalence for some v∈(F(x),u). A jump just to the right of u is possible when F is flat on an interval.

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  • Past exam of the mathematics course of the University of Cambridge / 2014 / iii / Paper 34 / 1 / Solution

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