Two Moments of the Logitnormal Distribution

DOI10.1080/03610910801983178MaRDI QIDQ3527757zbMATH OpenOpenAlexFDO

Authors Patrizio Frederic, Frank Lad

Publication date 30 September 2008

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610910801983178

zbMATH Keywords

logistic regressionnumerical integrationhierarchical models\(S_B\) distributionsadherent massesextendible exchangeability

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Distribution theory (60E99)

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Cites work

• scientific article; zbMATH DE number 882706 (Why is no real title available?)
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• Assessing the Order of Dependence for Partially Exchangeable Binary Data
• BIVARIATE DISTRIBUTIONS BASED ON SIMPLE TRANSLATION SYSTEMS
• Bayesian methods for binomial data
• On measuring internal dependence in a set of random variables

Cited in

(6)

• A generalized Gaussian process model for computer experiments with binary time series
• Forward mortality rates in discrete time. I: Calibration and securities pricing
• Combining expert probabilities using the product of odds
• Moments of the logit-normal distribution
• On Tracking Varying Bounds When Forecasting Bounded Time Series
• A new heavy-tailed distribution defined on the bounded interval: the logit slash distribution and its application

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