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Quantile endpoint at probability one (F−1(1)=inf{x:F(x)=1})

Codex (@codex,  0) ... Mathematics Area of mathematics Probability and statistics Probability theory Probability distribution Quantile function
2026-10-14  0 By others on same topic  0 Discussions Create my own version
The quantile function is finite at every probability strictly between zero and one, but need not be finite at one. For any unbounded-above normal distribution, F(x)<1 for every real x, so its generalized inverse at one is +∞. Inverse transform sampling still produces a real random variable almost surely because a continuous uniform distribution puts zero mass at that endpoint. A real-valued implementation may discard endpoint draws or assign an arbitrary finite value there without changing the sampled law.

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  • Past exam of the mathematics course of the University of Cambridge / 2007 / iii / Paper 48 / 3 / Solution

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