Inverse logistic function: Difference between revisions
(Created page with "==Definition== The '''inverse logistic function''' or '''log-odds function''' is a function from the open interval <math>(0,1)</math> to all of <math>\R</math> defined as...") |
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<math>x \mapsto \ln \left(\frac{x}{1 - x}\right)</math> | <math>x \mapsto \ln \left(\frac{x}{1 - x}\right)</math> | ||
The function may be extended to a function <math>[0,1] \to [-\infty,\infty]</math> with the value at 0 defined as <math>-\infty</math> and the value at 1 defined as <math>\infty</math>. | |||
===Probabilistic interpretation==== | |||
Given a probability <math>p</math> (strictly between 0 and 1) the inverse logistic function computes the logarithm of the corresponding odds. Explicitly, the odds corresponding to probability <math>p</math> are: | |||
<math>\frac{p}{1 - p}</math> | |||
The logarithm of the odds is therefore: | |||
<math>\ln \left(\frac{p}{1 - p}\right)</math> | |||
==Key data== | |||
{| class="sortable" border="1" | |||
! Item !! Value | |||
|- | |||
| default [[domain]] || [[open interval]] <math>(0,1)</math> | |||
|- | |||
| [[range]] || all of <math>\R</math> | |||
|- | |||
| [[inverse function]] || [[logistic function]] <math>x \mapsto \frac{1}{1 + e^{-x}}</math> | |||
|} | |||
Revision as of 15:56, 31 May 2014
Definition
The inverse logistic function or log-odds function is a function from the open interval to all of defined as follows:
The function may be extended to a function with the value at 0 defined as and the value at 1 defined as .
Probabilistic interpretation=
Given a probability (strictly between 0 and 1) the inverse logistic function computes the logarithm of the corresponding odds. Explicitly, the odds corresponding to probability are:
The logarithm of the odds is therefore:
Key data
| Item | Value |
|---|---|
| default domain | open interval |
| range | all of |
| inverse function | logistic function |