Logistic function: Difference between revisions

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For this page, we will denote the function by the letter <math>g</math>.
For this page, we will denote the function by the letter <math>g</math>.


We may extend the logistic function to a function <math>[-\infty,\infty] \to [0,1]</math>, where <math>g(-\infty) = 0</math> and <math>g(\infty) = 1</math>.
===Probabilistic interpretation===
The logistic function transforms the logarithm of the odds to the actual probability. Explicitly, given a probability <math>p</math> (strictly between 0 and 1)of an event occurring, the odds in favor of <math>p</math> are given as:
<math>\frac{p}{1 - p}</math>
This could take any value in <math>(0,\infty)</math>
The logarithm of odds is the expression:
<math>\ln\left(\frac{p}{1 - p}\right)</math>
If <math>x</math> equals the above expression, then the function describing <math>p</math> in terms of <math>x</math> is the logistic function.
==Functional equations==
==Functional equations==


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| [[critical point]]s || none
| [[critical point]]s || none
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| [[critical points]] for the derivative (correspond to points of inflection for the function) || <math>x = 0</math>; the corresponding point on the graph of the function is <math>(0,1/2)</math>.
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| [[local maximal value]]s and points of attainment || none
| [[local maximal value]]s and points of attainment || none

Revision as of 15:50, 31 May 2014

Definition

The logistic function is a function with domain R and range the open interval (0,1), defined as:

x11+ex

Equivalently, it can be written as:

xexex+1

For this page, we will denote the function by the letter g.

We may extend the logistic function to a function [,][0,1], where g()=0 and g()=1.

Probabilistic interpretation

The logistic function transforms the logarithm of the odds to the actual probability. Explicitly, given a probability p (strictly between 0 and 1)of an event occurring, the odds in favor of p are given as:

p1p

This could take any value in (0,)

The logarithm of odds is the expression:

ln(p1p)

If x equals the above expression, then the function describing p in terms of x is the logistic function.

Functional equations

Symmetry equation

The logistic function g has the property that its graph y=g(x) has symmetry about the point (0,1/2). Explicitly, it satisfies the functional equation:

g(x)+g(x)=1

Differential equation

The logistic function satisfies the condition:

g(x)=g(x)(1g(x))

Therefore, y=g(x) is a solution to the autonomous differential equation:

dydx=y(1y)

The general solution to that equation is the function y=g(x+C) where CR. The initial condition y=1/2 at x=0 pinpoints the logistic function uniquely.

Key data

Item Value
default domain all of R, i.e., all reals
range the open interval (0,1), i.e., the set {x0x1}
derivative the derivative is ex(1+ex)2.
If we denote the logistic function by the letter g, then we can also write the derivative as g(x)=g(x)g(x)=g(x)(1g(x))
second derivative If we denote the logistic function by the letter g, then we can also write the derivative as g(x)=g(x)g(x)=g(x)(1g(x))(12g(x))
logarithmic derivative the logarithmic derivative is ex1+ex
If we denote the logistic function by g, the logarithmic derivative is g(x)
critical points none
critical points for the derivative (correspond to points of inflection for the function) x=0; the corresponding point on the graph of the function is (0,1/2).
local maximal values and points of attainment none
local minimum values and points of attainment none
intervals of interest increasing and concave up on (,0)
increasing and concave down on (0,)
horizontal asymptotes asymptote at y=0 corresponding to the limit for x
asymptote at y=1 corresponding to the limit for x
inverse function inverse logistic function given by xln(x1x)