Logistic-normal distributions:Some properties and uses

SUMMARY The logistic transformation applied to a d-dimensional normal distribution produces a distribution over the d-dimensional simplex which can sensibly be termed a logistic-normal distribution. Such distributions, implicitly used in a number of recent applications, are here given a formal ident...

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Veröffentlicht in:Biometrika 1980, Vol.67 (2), p.261-272
Hauptverfasser: ATCHISON, J., SHEN, S.M.
Format: Artikel
Sprache:eng
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Zusammenfassung:SUMMARY The logistic transformation applied to a d-dimensional normal distribution produces a distribution over the d-dimensional simplex which can sensibly be termed a logistic-normal distribution. Such distributions, implicitly used in a number of recent applications, are here given a formal identity and some useful properties are recorded. A main aim is to extend the area of application from the restricted role as a substitute for the Dirichlet conjugate prior class in the analysis of multinomial and contingency table data to the direct statistical description and analysis of compositional and probabilistic data.
ISSN:0006-3444
1464-3510
DOI:10.1093/biomet/67.2.261