Statistics - (Logit|Logistic) (Function|Transformation)


The logit transform is a S-shaped curve that applies a softer function. It's a soft function of a step function:

  • Never below 0,
  • never above 1
  • and a smooth transition in between.

<MATH> \begin{array}{rrrl} Logit(x) & = & \frac{\displaystyle e^{x}}{\displaystyle 1+ e^{x}} \\ \end{array} </MATH>


  • <math> e \approx 2:71828</math> is the scientific constant, the exponential. Euler's number

The values have to lie between 0 and 1 because:

  • <note tip>e to anything is positive.</note>
  • As the denominator is bigger than the numerator, it's always got to be bigger than 0.
  • When <math>x</math> gets very large, this approaches 1.

Used to normalize?

The natural log of the odds is call the log-odds or logit.

Logistic function

The logistic function (= logit ?) asymptotically approaches 0 as the input approaches negative infinity and 1 as the input approaches positive infinity. Since the results are bounded by 0 and 1, it can be directly interpreted as a probability

The logistic function <MATH> \frac{1}{1 + \exp^{-z}} </MATH>

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