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.

Nº Q3258532 ★

Comum · Saberes

Logit-normal distribution

Probability distribution of a random variable whose logit has a normal distribution

Texto em inglês

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.

Na Wikipédia

Texto em inglês Ainda não há artigo no seu idioma: trecho em inglês.

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: Wikipédia em inglês, CC BY-SA 4.0. · Imagem: Tomaschwutz (CC BY-SA 3.0) ·

Cartas próximas

Abrir

…

Confirmação