Accession Number : ADP007186

Title :   Approximations of the Normal-Logistic Convolution Integral,

Corporate Author : NORTH CAROLINA STATE UNIV AT RALEIGH DEPT OF STATISTICS

Personal Author(s) : Monahan, John F. ; Stefanski, Leonard A.

Report Date : 1992

Pagination or Media Count : 3

Abstract : The normal-logistic convolution arises in several statistical applications, including logistic regression models and multinomial logit models. We begin by characterizing the logistic distribution as a scale mixture of normals. We then construct least maximum approximations of the logistic distribution function using finite discrete mixtures of normal df's using the Remes algorithm. The convolution integral follows by convolving this approximation with the normal.

Descriptors :   *CONVOLUTION INTEGRALS, *DISTRIBUTION FUNCTIONS, ALGORITHMS, CONVOLUTION, DISTRIBUTION, FUNCTIONS, INTEGRALS, LOGISTICS, MIXTURES, MODELS, SCALE.

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE