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I read the the Quantile Function commonly known as q-function is the inverse of the CDF for a normal distribution.

$Q(x) = 1 - Q(-x) = 1 - \Phi(x)\,\!,$

where Φ(x) is the cumulative distribution function of the normal Gaussian distribution.

Does this apply to any kind of distribution, or only to the normal distribution?

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  • $\begingroup$ Does what apply to any kind of distribution? What does "this" refer to, exactly? $\endgroup$
    – whuber
    Commented Sep 8, 2016 at 14:51

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No.

The expression $Q(-x)=\Phi(x)$ only holds when $\Phi$ (and thus also $Q$) is symmetric around $0$, like for the Gaussian distribution.

One example where this is not the case is the uniform distribution:

enter image description here

PS. Just to be clear: The $Q$ function you refer to in your link is not the same as the quantile function.

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