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A Note on Generalized Inverses of Distribution Function and Quantile Transformation

A Note on Generalized Inverses of Distribution Function and Quantile Transformation

In this paper we study the relations of four possible generalized inverses of a general distribution functions and their right-continuity properties. We correct a right-continuity result of the generalized inverse used in statistical literature. We also prove the validity of a new generalized inverse which is always right-continuous.