Package org.drip.sample.quantile

Quantile Generation and Comparison Testing
Author:
Lakshmi Krishnamurthy
  • Class Summary
    Class Description
    PlottingPositionGenerator
    PlottingPositionGenerator compares several Order Statistics Mean and Median Based Plotting Position Generators.
    QQTest1
    QQTest1 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Mean Based Plotting Position Generator.
    QQTest2
    QQTest2 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Median Based Plotting Position Generator.
    QQTest3
    QQTest3 compares the Order Statistics between 2 Similar Normal Distributions using the Bernard Bos Levenbach (1953) Mean Based Plotting Position Generator.
    QQTest4
    QQTest4 compares the Order Statistics between 2 Similar Normal Distributions using the NIST (2013) Mean Based Plotting Position Generator.
    QQTest5
    QQTest5 compares the Order Statistics between 2 Similar Normal Distributions using the Filliben (1975) Mean Based Plotting Position Generator.