Logarithmic distribution
The logarithmic distribution is a discrete probability distribution and comes from the field of actuarial science. It is interesting as the amount of loss distribution, but is hardly used to determine the damage numbers.
Definition
A discrete random variable satisfies the logarithmic distribution with parameters (number of trials ) and ( probability of success ) when the probability
Possesses.
Properties
Expected value
The logarithmic distribution has an expected value of
Variance
The variance is determined to
Coefficient of variation
From the expected value and variance are obtained immediately the coefficient of variation
Skew
The skewness is given by:
Characteristic function
The characteristic feature is in the form
Generating function
For the generating function is obtained.
Moment generating function
The moment generating function of the logarithmic distribution is
Discrete univariate distributions for finite sets: Benford | Bernoulli | beta - binomial | binomial | categorical | hypergeometric | Rademacher | generalized binomial | Zipf | Zipf - Mandelbrot
Discrete univariate distributions for infinite sets: Boltzmann | Conway - Maxwell - Poisson | negative binomial | extended negative binomial | Compound Poisson | discrete uniform | discrete phase -type | Gauss - Kuzmin | geometric | logarithmic | parabolic fractal | Poisson | Poisson - Gamma | Skellam | Yule- Simon | Zeta
Continuous univariate distributions with compact interval: Beta | Cantor | Kumaraswamy | raised cosine | Triangle | U - square | steady uniform | Wigner semicircle
Continuous univariate distributions with half-open interval: Beta prime | Bose -Einstein | Burr | Chi-Square | Coxian | Erlang | Exponential | F | Fermi -Dirac | Folded normal | Fréchet | Gamma | Gamma Gamma | extreme | generalized inverse Gaussian | semi logistically | semi- normal | Hotelling's T-square | hyper- exponential | hypoexponential | inverse chi-square | scale - inverse- chi-square | inverse Normal | inverse gamma | Levy | log-normal | log- logistically | Maxwell -Boltzmann | Maxwell speed | Nakagami | not centered chi-square | Pareto | Phase -Type | Rayleigh | relativistic Breit-Wigner | Rice | Rosin -Rammler | shifted Gompertz | truncated normal | Type -2 Gumbel | Weibull | Wilks ' lambda
Continuous univariate distributions with unbounded interval: Cauchy | extreme | exponentially Power | Fishers z | Fisher - Tippett ( Gumbel ) | generalized hyperbolic | Hyperbolic- secant | Landau | Laplace | alpha- stable | logistics | normal ( Gaussian ) | normal - inverse Gauß'sch | skew - normal | Student's t | Type -1 Gumbel | Variance gamma | Voigt
Discrete multivariate distributions: Ewen | multinomial | Dirichlet compound multinomial
Continuous multivariate distributions: Dirichlet | generalized Dirichlet | multivariate normal | multivariate Student | normal scaled inverse gamma | Normal - Gamma
Multivariate matrix distributions: Inverse Wishart | matrix normal | Wishart
- Probability distribution