Logit-normal distribution
Probability distribution of a random variable whose logit has a normal distribution
In probability theory, a logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal distribution, and t is the standard logistic function, then X = t(Y) has a logit-normal distribution; likewise, if X is logit-normally distributed, then Y = logit(X)= log (X/(1-X)) is normally distributed.
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Logit-normal distribution
Probability distribution of a random variable whose logit has a normal distribution
In probability theory, a logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal distribution, and t is the standard logistic function, then X = t(Y) has a logit-normal distribution; likewise, if X is logit-normally distributed, then Y = logit(X)= log (X/(1-X)) is normally distributed.
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Texto en inglés Aún no hay artículo en tu idioma: extracto en inglés.
In probability theory, a logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal distribution, and t is the standard logistic function, then X = t(Y) has a logit-normal distribution; likewise, if X is logit-normally distributed, then Y = logit(X)= log (X/(1-X)) is normally distributed. It is also known as the logistic normal distribution, which often refers to a multinomial logit version (e.g.). A variable might be modeled as logit-normal if it is a proportion, which is bounded by zero and one, and where values of zero and one never occur.
Texto: Wikipedia en inglés, CC BY-SA 4.0. · Imagen: Tomaschwutz (CC BY-SA 3.0) ·
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