We display the first two moment functions of the Logitnormal family of distributions, conveniently described in terms of the Normal mean, m, and the Normal signal-to-noiseratio, m/s, parameters that generate the family. Long neglected on account of the numerical integrations required to compute them, awareness of these moment functions should aid the sensible interpretation of logistic regression statistics and the specification of 'diffuse' prior distributions in hierarchical models, which can be deceiving. We also use numerical integration to compare the correlation between bivariate Logitnormal variables with the correlation between the bivariate Normal variables from which they are transformed.
Two Moments of the Logitnormal Distribution / Frederic, Patrizio; F., Lad. - In: COMMUNICATIONS IN STATISTICS. SIMULATION AND COMPUTATION. - ISSN 0361-0918. - STAMPA. - 37:7(2008), pp. 1263-1269. [10.1080/03610910801983178]
Two Moments of the Logitnormal Distribution
FREDERIC, Patrizio;
2008
Abstract
We display the first two moment functions of the Logitnormal family of distributions, conveniently described in terms of the Normal mean, m, and the Normal signal-to-noiseratio, m/s, parameters that generate the family. Long neglected on account of the numerical integrations required to compute them, awareness of these moment functions should aid the sensible interpretation of logistic regression statistics and the specification of 'diffuse' prior distributions in hierarchical models, which can be deceiving. We also use numerical integration to compare the correlation between bivariate Logitnormal variables with the correlation between the bivariate Normal variables from which they are transformed.File | Dimensione | Formato | |
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