Logarithmic distribution

Summary

In probability and statistics, the logarithmic distribution (also known as the logarithmic series distribution or the log-series distribution) is a discrete probability distribution derived from the Maclaurin series expansion

Logarithmic
Probability mass function
Plot of the logarithmic PMF
Plot of the logarithmic PMF
The function is only defined at integer values. The connecting lines are merely guides for the eye.
Cumulative distribution function
Plot of the logarithmic CDF
Plot of the logarithmic CDF
Parameters
Support
PMF
CDF
Mean
Mode
Variance
MGF
CF
PGF

From this we obtain the identity

This leads directly to the probability mass function of a Log(p)-distributed random variable:

for k ≥ 1, and where 0 < p < 1. Because of the identity above, the distribution is properly normalized.

The cumulative distribution function is

where B is the incomplete beta function.

A Poisson compounded with Log(p)-distributed random variables has a negative binomial distribution. In other words, if N is a random variable with a Poisson distribution, and Xi, i = 1, 2, 3, ... is an infinite sequence of independent identically distributed random variables each having a Log(p) distribution, then

has a negative binomial distribution. In this way, the negative binomial distribution is seen to be a compound Poisson distribution.

R. A. Fisher described the logarithmic distribution in a paper that used it to model relative species abundance.[1]

See also

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References

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  1. ^ Fisher, R. A.; Corbet, A. S.; Williams, C. B. (1943). "The Relation Between the Number of Species and the Number of Individuals in a Random Sample of an Animal Population" (PDF). Journal of Animal Ecology. 12 (1): 42–58. doi:10.2307/1411. JSTOR 1411. Archived from the original (PDF) on 2011-07-26.

Further reading

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  • Johnson, Norman Lloyd; Kemp, Adrienne W; Kotz, Samuel (2005). "Chapter 7: Logarithmic and Lagrangian distributions". Univariate discrete distributions (3 ed.). John Wiley & Sons. ISBN 978-0-471-27246-5.
  • Weisstein, Eric W. "Log-Series Distribution". MathWorld.