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Approximation theory is concerned with how functions can best be approximated with simpler functions, and with quantitatively characterizing the errors introduced thereby.
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Taylor series expansion of quantile function
Suppose $Y$ and $Z$ two random variables, $\lambda \in \mathbb{R} $.
We note $F^{-1}_{Y}(\alpha)$ the quantile function of the variable $Y$ at the quantile level $\alpha \in (0,1)$.
Do you have any …