Blackwell, P.G. orcid.org/0000-0002-3141-4914 (2025) A tractable symmetric multivariate logistic distribution with bounded score function. Bulletin of the Australian Mathematical Society. pp. 1-7. ISSN: 0004-9727
Abstract
Existing multivariate versions of the logistic probability distribution generally lack some of the useful properties of the univariate logistic distribution, such as its bounded score function or the tractability of its density function, or lack the rotational symmetry necessary for many applications. This paper clarifies some of the properties of such distributions and proposes a multivariate distribution closely related to the univariate logistic that has a tractable density, including the necessary normalising constant, bounded score function and elliptical symmetry. Some properties of its marginal distributions are explored, particularly in the bivariate case.
Metadata
Item Type: | Article |
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Authors/Creators: |
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Copyright, Publisher and Additional Information: | © 2025 The Authors. Except as otherwise noted, this author-accepted version of a journal article published in Bulletin of the Australian Mathematical Society is made available via the University of Sheffield Research Publications and Copyright Policy under the terms of the Creative Commons Attribution 4.0 International License (CC-BY 4.0), which permits unrestricted use, distribution and reproduction in any medium, provided the original work is properly cited. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/ |
Keywords: | multivariate logistic distribution; bivariate distribution; elliptical symmetry |
Dates: |
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Institution: | The University of Sheffield |
Academic Units: | The University of Sheffield > Faculty of Science (Sheffield) > School of Mathematical and Physical Sciences |
Depositing User: | Symplectic Sheffield |
Date Deposited: | 10 Sep 2025 11:53 |
Last Modified: | 10 Sep 2025 11:54 |
Status: | Published online |
Publisher: | Cambridge University Press (CUP) |
Refereed: | Yes |
Identification Number: | 10.1017/s0004972725100439 |
Open Archives Initiative ID (OAI ID): | oai:eprints.whiterose.ac.uk:231425 |