Will Kurt 10/1/2021

The Logit-Normal: A ubiquitous but strange distribution!

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This technical article delves into the logit-normal distribution, a probability distribution where the logit (log-odds) of a variable is normally distributed. It explains the distribution's mathematical foundations, its lack of analytical moment solutions, and its often-overlooked connection to common statistical practices like logistic regression.

The Logit-Normal: A ubiquitous but strange distribution!

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