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From Quantile Functions to Subquantile Functions and Their Applications

Author

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  • Unnikrishnan Nair N.

    (Department of Statistics, 29288 Cochin University of Science and Technology , Cochin 682 022, Kerala, India)

  • Sunoj S. M.

    (Department of Statistics, 29288 Cochin University of Science and Technology , Cochin 682 022, Kerala, India)

Abstract

In the present paper we consider the notion of subquantile functions of order n and discuss their applications in entropy and reliability analysis. Subquantiles appear as reversed mean life in reliability and conditional values at risk in risk analysis and are closely related to many other concepts in different disciplines. A systematic study of this concept is hoped to get better insight into the investigations made in related topics in other areas like reliability, risk, income analysis, etc. We propose some results that could be of applications in these areas.

Suggested Citation

  • Unnikrishnan Nair N. & Sunoj S. M., 2025. "From Quantile Functions to Subquantile Functions and Their Applications," Stochastics and Quality Control, De Gruyter, vol. 40(2), pages 171-184.
    • Handle: RePEc:bpj:ecqcon:v:40:y:2025:i:2:p:171-184:n:1003
    DOI: 10.1515/eqc-2025-0014
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