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math-php
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Logistic distribution https://en.wikipedia.org/wiki/Logistic_distribution. More...


Public Member Functions | |
| __construct (float $μ, float $s) | |
| Constructor. More... | |
| pdf (float $x) | |
| Probability density function. More... | |
| cdf (float $x) | |
| Cumulative distribution function From -∞ to x (lower CDF) More... | |
| inverse (float $p) | |
| Inverse CDF (quantile function) More... | |
| mean () | |
| Mean of the distribution. More... | |
| median () | |
| Median of the distribution. More... | |
| mode () | |
| Mode of the distribution. More... | |
| variance () | |
| Variance of the distribution. More... | |
Public Member Functions inherited from MathPHP\Probability\Distribution\Continuous\Continuous | |
| inverse (float $target) | |
| The Inverse CDF of the distribution. More... | |
| between (float $x₁, float $x₂) | |
| CDF between - probability of being between two points, x₁ and x₂ The area under a continuous distribution, that lies between two specified points. More... | |
| outside (float $x₁, float $x₂) | |
| CDF outside - Probability of being below x₁ and above x₂. More... | |
| above (float $x) | |
| CDF above - Probability of being above x to ∞ Area under a continuous distribution, that lies above a specified point. More... | |
| rand () | |
| Produce a random number with a particular distribution. More... | |
Public Member Functions inherited from MathPHP\Probability\Distribution\Distribution | |
| __construct (... $params) | |
| Constructor. More... | |
Public Attributes | |
| const | PARAMETER_LIMITS |
| const | SUPPORT_LIMITS |
Public Attributes inherited from MathPHP\Probability\Distribution\Continuous\Continuous | |
| const | GUESS_THRESHOLD = 10 |
| const | GUESS_ALLOWANCE = 8 |
Protected Attributes | |
| $μ | |
| $s | |
Logistic distribution https://en.wikipedia.org/wiki/Logistic_distribution.
| MathPHP\Probability\Distribution\Continuous\Logistic::__construct | ( | float | $μ, |
| float | $s | ||
| ) |
Constructor.
| float | $μ | shape parameter |
| float | $s | shape parameter s > 0 |
| MathPHP\Probability\Distribution\Continuous\Logistic::cdf | ( | float | $x | ) |
Cumulative distribution function From -∞ to x (lower CDF)
1 f(x; μ, s) = ----------------— / x - μ \ 1 + exp| - --— | \ s /
| float | $x |
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
| MathPHP\Probability\Distribution\Continuous\Logistic::inverse | ( | float | $p | ) |
Inverse CDF (quantile function)
/ p \ Q(p;μ,s) = μ + s ln| --— | \ 1 - p /
| float | $p |
| MathPHP\Probability\Distribution\Continuous\Logistic::mean | ( | ) |
Mean of the distribution.
μ = μ
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
| MathPHP\Probability\Distribution\Continuous\Logistic::median | ( | ) |
Median of the distribution.
median = μ
| MathPHP\Probability\Distribution\Continuous\Logistic::mode | ( | ) |
Mode of the distribution.
mode = μ
| MathPHP\Probability\Distribution\Continuous\Logistic::pdf | ( | float | $x | ) |
Probability density function.
/ x - μ \ exp| - --— | \ s / f(x; μ, s) = --------------------— / / x - μ \ \ ² s| 1 + exp| - --— | | \ \ s / /
| float | $x |
Implements MathPHP\Probability\Distribution\Continuous\ContinuousDistribution.
| MathPHP\Probability\Distribution\Continuous\Logistic::variance | ( | ) |
Variance of the distribution.
s²π² var[X] = -— 3
| const MathPHP\Probability\Distribution\Continuous\Logistic::PARAMETER_LIMITS |
| const MathPHP\Probability\Distribution\Continuous\Logistic::SUPPORT_LIMITS |
1.8.13