Logistic distribution

In probability theory and statistics, the logistic

distribution is a continuous probability distribution.
Logistic distribution
Its cumulative distribution function is the logistic Probability density function
function, which appears in logistic regression and
feedforward neural networks. It resembles the
normal distribution in shape but has heavier tails
(higher kurtosis). The logistic distribution is a
special case of the Tukey lambda distribution.

Specification

Probability density function

When the location parameter  μ is 0 and the scale

parameter  s is  1, then the probability density
function of the logistic distribution is given by Cumulative distribution function

Thus in general the density is:

Parameters location (real)

scale (real)
Support
PDF

CDF

Quantile

Mean
Median
Mode
 Variance

Skewness
Ex.
kurtosis
Entropy
MGF
for
and is the Beta function
CF

CVaR (ES)

where is the binary entropy

function[1]

Because this function can be expressed in terms of the square of the hyperbolic secant function "sech", it is
sometimes referred to as the sech-square(d) distribution.[2] (See also: hyperbolic secant distribution).

Cumulative distribution function

The logistic distribution receives its name from its cumulative distribution function, which is an instance of
the family of logistic functions. The cumulative distribution function of the logistic distribution is also a
scaled version of the hyperbolic tangent.

In this equation μ is the mean, and s is a scale parameter proportional to the standard deviation.

Quantile function

The inverse cumulative distribution function (quantile function) of the logistic distribution is a
generalization of the logit function. Its derivative is called the quantile density function. They are defined as
follows:
Alternative parameterization

An alternative parameterization of the logistic distribution can be derived by expressing the scale parameter,
, in terms of the standard deviation, , using the substitution , where
. The alternative forms of the above functions are reasonably
straightforward.

Applications
The logistic distribution—and the S-shaped pattern of its cumulative distribution function (the logistic
function) and quantile function (the logit function)—have been extensively used in many different areas.

Logistic regression

One of the most common applications is in logistic regression, which is used for modeling categorical
dependent variables (e.g., yes-no choices or a choice of 3 or 4 possibilities), much as standard linear
regression is used for modeling continuous variables (e.g., income or population). Specifically, logistic
regression models can be phrased as latent variable models with error variables following a logistic
distribution. This phrasing is common in the theory of discrete choice models, where the logistic
distribution plays the same role in logistic regression as the normal distribution does in probit regression.
Indeed, the logistic and normal distributions have a quite similar shape. However, the logistic distribution
has heavier tails, which often increases the robustness of analyses based on it compared with using the
normal distribution.

Physics

The PDF of this distribution has the same functional form as the derivative of the Fermi function. In the
theory of electron properties in semiconductors and metals, this derivative sets the relative weight of the
various electron energies in their contributions to electron transport. Those energy levels whose energies are
closest to the distribution's "mean" (Fermi level) dominate processes such as electronic conduction, with
some smearing induced by temperature.[3]: 3 4  Note however that the pertinent probability distribution in
Fermi–Dirac statistics is actually a simple Bernoulli distribution, with the probability factor given by the
Fermi function.

The logistic distribution arises as limit distribution of a finite-velocity damped random motion described by
a telegraph process in which the random times between consecutive velocity changes have independent
exponential distributions with linearly increasing parameters.[4]

Hydrology
In hydrology the distribution of long duration river discharge
and rainfall (e.g., monthly and yearly totals, consisting of the
sum of 30 respectively 360 daily values) is often thought to be
almost normal according to the central limit theorem.[5] The
normal distribution, however, needs a numeric approximation.
As the logistic distribution, which can be solved analytically, is
similar to the normal distribution, it can be used instead. The
blue picture illustrates an example of fitting the logistic
distribution to ranked October rainfalls—that are almost
normally distributed—and it shows the 90% confidence belt
based on the binomial distribution. The rainfall data are Fitted cumulative logistic distribution to
represented by plotting positions as part of the cumulative October rainfalls using CumFreq, see also
frequency analysis. Distribution fitting

Chess ratings

The United States Chess Federation and FIDE have switched its formula for calculating chess ratings from
the normal distribution to the logistic distribution; see the article on Elo rating system (itself based on the
normal distribution).

Related distributions
Logistic distribution mimics the sech distribution.
If then .
If U(0, 1) then .
If and independently then
.
If and then (The sum is not a logistic
distribution). Note that .

If X ~ Logistic(μ, s) then exp(X) ~ LogLogistic , and exp(X) + γ ~ shifted

log-logistic .

If X ~ Exponential(1) then

If X, Y ~ Exponential(1) then

The metalog distribution is generalization of the logistic distribution, in which power series
expansions in terms of are substituted for logistic parameters and . The resulting
 metalog quantile function is highly shape flexible, has a simple closed form, and can be fit to
data with linear least squares.

Derivations

Higher-order moments

The nth-order central moment can be expressed in terms of the quantile function:

This integral is well-known[6] and can be expressed in terms of Bernoulli numbers:

See also
generalized logistic distribution
Tukey lambda distribution
log-logistic distribution
half-logistic distribution
logistic regression
sigmoid function

Notes
1. Norton, Matthew; Khokhlov, Valentyn; Uryasev, Stan (2019). "Calculating CVaR and bPOE
for common probability distributions with application to portfolio optimization and density
estimation" (http://uryasev.ams.stonybrook.edu/wp-content/uploads/2019/10/Norton2019_C
VaR_bPOE.pdf) (PDF). Annals of Operations Research. Springer. 299 (1–2): 1281–1315.
doi:10.1007/s10479-019-03373-1 (https://doi.org/10.1007%2Fs10479-019-03373-1).
Retrieved 2023-02-27.
2. Johnson, Kotz & Balakrishnan (1995, p.116).
3. Davies, John H. (1998). The Physics of Low-dimensional Semiconductors: An Introduction.
Cambridge University Press. ISBN 9780521484916.
4. A. Di Crescenzo, B. Martinucci (2010) "A damped telegraph random process with logistic
stationary distribution", J. Appl. Prob., vol. 47, pp. 84–96.
5. Ritzema, H.P., ed. (1994). Frequency and Regression Analysis (https://archive.org/details/dr
ainageprincipl0000unse/page/175). Chapter 6 in: Drainage Principles and Applications,
Publication 16, International Institute for Land Reclamation and Improvement (ILRI),
Wageningen, The Netherlands. pp. 175–224 (https://archive.org/details/drainageprincipl000
0unse/page/175). ISBN 90-70754-33-9.
 6. OEIS: A001896

References
John S. deCani & Robert A. Stine (1986). "A note on deriving the information matrix for a
logistic distribution". The American Statistician. American Statistical Association. 40: 220–
222. doi:10.2307/2684541 (https://doi.org/10.2307%2F2684541).
N., Balakrishnan (1992). Handbook of the Logistic Distribution. Marcel Dekker, New York.
ISBN 0-8247-8587-8.
Johnson, N. L.; Kotz, S.; N., Balakrishnan (1995). Continuous Univariate Distributions. Vol. 2
(2nd ed.). ISBN 0-471-58494-0.

Modis, Theodore (1992) Predictions: Society's Telltale Signature Reveals the Past and
Forecasts the Future, Simon & Schuster, New York. ISBN 0-671-75917-5

Retrieved from "https://en.wikipedia.org/w/index.php?title=Logistic_distribution&oldid=1147097106"