Inverse logistic function: Difference between revisions

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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