Generalized logistic distribution
Encyclopedia
The term generalized logistic distribution is used as the name for several different families of probability distributions. For example, Johnson et al. list four forms, which are listed below. One family described here has also been called the skew-logistic distribution. For other families of distributions that have also been called generalized logistic distributions, see the shifted log-logistic distribution, which is a generalization of the log-logistic distribution
.
. Each is defined using either the cumulative distribution function
(F) or the probability density function
(ƒ), and is defined on (-∞,∞).
This type has also been called the "skew-logistic" distribution.
Here B is the beta function. The moment generating function for this type is
Again, B is the beta function. The moment generating function for this type is
This type is also called the "exponential generalized beta of the second type".
Log-logistic distribution
In probability and statistics, the log-logistic distribution is a continuous probability distribution for a non-negative random variable. It is used in survival analysis as a parametric model for events whose rate increases initially and decreases later, for example mortality from cancer following...
.
Definitions
The following definitions are for standardized versions of the families, which can be expanded to the full form as a location-scale familyLocation-scale family
In probability theory, especially as that field is used in statistics, a location-scale family is a family of univariate probability distributions parametrized by a location parameter and a non-negative scale parameter; if X is any random variable whose probability distribution belongs to such a...
. Each is defined using either the cumulative distribution function
Cumulative distribution function
In probability theory and statistics, the cumulative distribution function , or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far"...
(F) or the probability density function
Probability density function
In probability theory, a probability density function , or density of a continuous random variable is a function that describes the relative likelihood for this random variable to occur at a given point. The probability for the random variable to fall within a particular region is given by the...
(ƒ), and is defined on (-∞,∞).
Type I
This type has also been called the "skew-logistic" distribution.
Type II
Type III
Here B is the beta function. The moment generating function for this type is
Type IV
Again, B is the beta function. The moment generating function for this type is
This type is also called the "exponential generalized beta of the second type".