Generalized Logistic Distribution¶
Has been used in the analysis of extreme values. Has one shape parameter c>0. And x>0
f(x;c)=cexp(−x)[1+exp(−x)]c+1F(x;c)=1[1+exp(−x)]cG(q;c)=−log(q−1/c−1)
M(t)=c1−t2F1(1+c,1−t;2−t;−1)
μ=γ+ψ0(c)μ2=π26+ψ1(c)γ1=ψ2(c)+2ζ(3)μ3/22γ2=(π415+ψ3(c))μ22md=logcmn=−log(21/c−1)
Note that the polygamma function is
ψn(z)=dn+1dzn+1logΓ(z)=(−1)n+1n!∞∑k=01(z+k)n+1=(−1)n+1n!ζ(n+1,z)
where ζ(k,x) is a generalization of the Riemann zeta function called the Hurwitz zeta function Note that ζ(n)≡ζ(n,1)
Implementation: scipy.stats.genlogistic