Work

A Tractable Symmetric Multivariate Logistic Distribution With Bounded Score Function

Year: 2025

Type: article

Abstract: Existing multivariate versions of the logistic probability distribution generally lack some of the useful properties of the univariate logistic distribution, such as its bounded score function or the tractability of its density function, or lack the rotational symmetry necessary for many applications. This paper clarifies some of the properties of such distributions and proposes a multivariate distribution closely related to the univariate logistic that has a tractable density, including the necessary normalising constant, bounded score function and elliptical symmetry. Some properties of its marginal distributions are explored, particularly in the bivariate case.

Source: Bulletin of the Australian Mathematical Society

DOI: 10.1017/s0004972725100439

Author: PAUL G. BLACKWELL

Institution: University of Sheffield

Language: English

Topic: Statistical Distribution Estimation and Applications

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: gold

Estimated APC paid: $3,550

Funder: Leverhulme Trust