Previously I asked this question to R-help (finance group) however, could not get a satisfactory reply (probably this is not directly related to R.) Here is my question:Previously I asked this question to R-help (finance group) however, could not get a satisfactory reply (probably this is not directly related to R.) Here is my question:
Is there any possible way to get 2 continuous distributions (defined on the real line) such that, both distributions have same 1% & 5% quantiles (or, any one of these two. However to me this is a weak condition!), however those distributions are notably different in shape, location etc.
Can somebody please point me any example of such 2 distribution?
Thanks for your help.