Inverse logistic function: Difference between revisions
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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>. | 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 | ===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: | 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: | ||
Latest revision as of 15:57, 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 |