A new distribution related to the logistic (Q1965941)

From MaRDI portal





scientific article; zbMATH DE number 1409667
Language Label Description Also known as
English
A new distribution related to the logistic
scientific article; zbMATH DE number 1409667

    Statements

    A new distribution related to the logistic (English)
    0 references
    2 March 2000
    0 references
    The author proposes a distribution of a random variable \(X_{\alpha}\) such that if \(Y\) is a standard logistic variable then \(X_{\alpha}+\alpha Y\) is distributed like \(Y\). This random variable \(X_{\alpha}\) can be simulated by transforming a standard uniform variable \(U\) as following: \(X_{\alpha}=\ln[ (\sin(\alpha\pi U)/ \sin(\alpha\pi(1-U))]\). As \(\alpha\to 0\), the distribution of \(X_{\alpha}\) approaches the standard logistic; as \(\alpha\to 1\), the distribution of \(X_{\alpha}/\pi(1-\alpha)\) approaches the standard Cauchy. If \(Y_{\alpha}\) and \(Y'_{\alpha}\) are independent each being positive stable with index \(\alpha\), then \(X_{\alpha}\) has the same distribution as \(\alpha\ln (Y_{\alpha}/Y'_{\alpha})\).
    0 references
    logistic distribution
    0 references
    Cauchy distribution
    0 references
    stable variables
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references