Logistic distribution
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The logistic distribution describes a continuous, symmetric, smooth, uni-modal distribution with tails that are heavier than the normal distribution.
Logistic(17, 10)
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Functions
Logistic( mean, scale, over )
The distribution function. Use to define a quantity as being logistically-distributed.
Note: The Analytica function Logistic is a distribution function. In mathematics, the Sigmoid function is sometimes also referred to as the logistic function. Also, the Analytica function CumLogistic, below, is the mathematical logistic function.
DensLogistic(x, mean, scale)
(New as a built-in function in Analytica 5.2)
The probability density at «x» for a logistic distribution with «mean» and «scale». Equal to
- [math]\displaystyle{ p(x) = {\eta \over {s ( 1 + \eta)^2} } }[/math], where [math]\displaystyle{ \eta = \exp\left(-{ {x-mean}\over {scale}}\right) }[/math]
CumLogistic( x, mean, scale )
The cumulative density function, describing the probability of being less than or equal to «x». Given by
- [math]\displaystyle{ F(x)=\frac{1}{1+exp \Big(-\frac{(x-mean)}{scale}\Big)} }[/math]
CumLogisticInv( p, mean, scale )
The inverse cumulative probability function, also know as the quantile function. Returns the value for which has a «p» probability of being greater than or equal to the true value.
- [math]\displaystyle{ F^{-1}(p) = «mean» - «scale» \ln\left({1-p}\over p\right) }[/math]
Parameters
- «mean»: The mean, which for the logistic distribution is also the mode and median. Any real number.
- «scale»: optional, defaults to 1. Must be positive.
- «over»: optional. A list of indexes to independently sample over.
Statistics
Theoretical (i.e., in the absence of sampling error) for the logistic distribution are as follows.
- Mean = «mean»
- Variance = [math]\displaystyle{ {\pi^2}\over 3 «scale» }[/math]
- Skewness = 0
- Kurtosis = 6/5
- Median = «mean»
- Mode = «mean»
Parameter Estimation
The parameters of the distribution can be estimated using:
Applications
LogisticRegression
The logistic distribution is particularly convenient for determining dependent probabilities using linear regression techniques, where the probability of a binomial event depends monotonically on a continuous variable x. For example, in a toxicology assay, x may be the dosage of a toxin, and p(x) the probability of death for an animal exposed to that dosage. Using p(x) = F(x), the logit of p, given by
has a simple linear form. This linear form lends itself to linear regression techniques for estimating the distribution — for example, from clinical trial data.
Examples
See Also
- LogisticRegression
- Mean, Variance, Skewness, Kurtosis
- A 2-term Keelin distribution is a Logistic distribution.
- Distribution Densities Library
- Sigmoid(x) -- Also know as "the logistic function".
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