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Everything about Logit-normal distribution

Probability distribution

In probability theory, a logit-normal distribution is a probability distribution of a random variable whose logit has a normal distribution. If Y is a random variable with a normal distribution, and t is the standard logistic function, then X = t(Y) has a logit-normal distribution; likewise, if X is logit-normally distributed, then Y = logit(X)= log (X/(1-X)) is normally distributed. It is also known as the logistic normal distribution, which often refers to a multinomial logit version (e.g.). Wikipedia →

🧭 Start here: a 6-step reading path

  1. Read the overview: Logit-normal distributionA 5-minute orientation
  2. Skim a recent paper: Out-of-Distribution Detection of Unknown False Data Injection Attack With Logit-Normalized Bayesian ResNetInfluential work since 2022
  3. Pick up a classic book: Getting started with data scienceThe most-reprinted book on the subject
  4. Read the landmark paper: Very-Short-Term Probabilistic Forecasting of Wind Power With Generalized Logit–Normal DistributionsCited 180 times
  5. Go sideways: Exponential dispersion modelA closely related topic
  6. Go sideways: Multivariate t-distributionA closely related topic

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🗂️ The subject at a glance

  1. Characterization
  2. Multivariate generalization

🏆 Landmark papers (most cited)

🆕 Influential since 2022

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