kstats-distributions/org.oremif.kstats.distributions/LogisticDistribution

LogisticDistribution

class LogisticDistribution(val mu: Double = 0.0, val scale: Double = 1.0) : ContinuousDistribution(source)

The logistic distribution, defined by its location mu and scale parameter.

The logistic distribution is a symmetric, bell-shaped continuous distribution similar to the normal distribution but with heavier tails. It is widely used in logistic regression, modeling growth curves, and as the distribution of the log-odds in binary classification. Its CDF is the sigmoid function.

Example:

val dist = LogisticDistribution(mu = 0.0, scale = 1.0)
dist.pdf(0.0)      // 0.25 (peak density at the mean)
dist.cdf(0.0)      // 0.5
dist.quantile(0.75) // 1.0986... (log-odds)

Constructors

LogisticDistribution

constructor(mu: Double = 0.0, scale: Double = 1.0)

Types

object Companion

Properties

open override val entropy: Double

The Shannon entropy of this distribution in nats, equal to ln(scale) + 2.

open override val kurtosis: Double

The excess kurtosis of this distribution, always 6/5 = 1.2.

open override val mean: Double

The mean of this distribution, equal to mu.

the location (center) of the distribution. Defaults to 0.0.

val scale: Double

the scale (spread) of the distribution. Must be positive. Defaults to 1.0.

open override val skewness: Double

The skewness of this distribution, always zero (symmetric).

standardDeviation

open override val standardDeviation: Double

The standard deviation of this distribution, equal to pi * scale / sqrt(3).

open override val variance: Double

The variance of this distribution, equal to (pi * scale)^2 / 3.

Functions

open override fun cdf(x: Double): Double

Returns the cumulative distribution function value at x for this logistic distribution.

open override fun logPdf(x: Double): Double

Returns the natural logarithm of the probability density at x for this logistic distribution.

open override fun pdf(x: Double): Double

Returns the probability density at x for this logistic distribution.

open override fun quantile(p: Double): Double

Returns the quantile (inverse CDF) for the given probability p.

open override fun sample(random: Random): Double

Draws a single random value from this logistic distribution using inverse CDF sampling.

open override fun sf(x: Double): Double

Returns the survival function value at x for this logistic distribution.