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Logistics Distribution

Logistics Distribution

A random variable \(X\) is said to have a logistics distribution with parameters \(\mu\) and \(v\) if its cumulative density function is of the form

\[ \begin{aligned} F_{X}(x) = \frac{e^{(x-\mu)/ v}}{1 + e^{(x-\mu)/ v}}, \quad \text{ $\forall - \infty < x < \infty$} \end{aligned} \]

Differentiating to get the density function

\[ \begin{aligned} f_{x}(x) = \frac{e^{(x-\mu)/v}}{v(1 + e^{(x-\mu)/v})^{2}}, \quad \text{ $\forall -\infty < x < \infty$} \end{aligned} \]

Mean

\[ \begin{aligned} E[X] &= \mu\newline v &= \text{dispersion parameter} \end{aligned} \]