Article ID Journal Published Year Pages File Type
7549803 Statistics & Probability Letters 2014 6 Pages PDF
Abstract
In this paper, we show that a two-component normal mixture model provides a good approximation to the logistic distribution. This model is an improvement over using the normal distribution and is comparable with using the t-distribution as approximating distributions. The result from using the mixture model is exemplified by finding an approximative analytic expression for the covariance matrix of logistic regression with normally distributed random regressors.
Related Topics
Physical Sciences and Engineering Mathematics Statistics and Probability
Authors
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