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.
2008
37-7
1263
1269
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]
Frederic, Patrizio; F., Lad
File in questo prodotto:
File Dimensione Formato  
2008 Frederic-Lad Comm-Stat.pdf

Accesso riservato

Tipologia: Versione dell'autore revisionata e accettata per la pubblicazione
Dimensione 379.95 kB
Formato Adobe PDF
379.95 kB Adobe PDF   Visualizza/Apri   Richiedi una copia
Pubblicazioni consigliate

Licenza Creative Commons
I metadati presenti in IRIS UNIMORE sono rilasciati con licenza Creative Commons CC0 1.0 Universal, mentre i file delle pubblicazioni sono rilasciati con licenza Attribuzione 4.0 Internazionale (CC BY 4.0), salvo diversa indicazione.
In caso di violazione di copyright, contattare Supporto Iris

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11380/608719
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 30
  • ???jsp.display-item.citation.isi??? 27
social impact