The Logistic (µ, B) distribution with mean u e R and scale parameter ßE (0, 00) has CDF F : R → [0, 1] given by 1 F(x):= x E R. 1+e-(x-p)/B³

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Inverse transform sampling question

(b) Using the relation just above between the logistic and uniform distributions, as-
sume that we have sampled, using the inversion method, a number N (very high)
of samples (x;)i=1,,N of the logistic distribution Logistic (0, 1).
State 3 different methods that could be used with the samples (x;); (possibly also with
the knowledge of F, F-1, the density function and whatever else you find necessary)
to verify (graphically and/or with computable quantities) that the samples (x;); do
indeed come from the logistic distribution Logistic (0,1).
For each method give a very small explanation (no more than 1 or 2 lines) of what
you are supposed to observe/find with the method you state that confirms that the
samples (x;); do indeed come from the logistic distribution Logistic (0,1).
Transcribed Image Text:(b) Using the relation just above between the logistic and uniform distributions, as- sume that we have sampled, using the inversion method, a number N (very high) of samples (x;)i=1,,N of the logistic distribution Logistic (0, 1). State 3 different methods that could be used with the samples (x;); (possibly also with the knowledge of F, F-1, the density function and whatever else you find necessary) to verify (graphically and/or with computable quantities) that the samples (x;); do indeed come from the logistic distribution Logistic (0,1). For each method give a very small explanation (no more than 1 or 2 lines) of what you are supposed to observe/find with the method you state that confirms that the samples (x;); do indeed come from the logistic distribution Logistic (0,1).
The Logistic (µ, B) distribution with mean µ e R and scale parameter ßE (0, 00) has
CDF F : R → [0, 1] given by
1
F(x):=
x E R.
1+e-(x-µ)/B³
Transcribed Image Text:The Logistic (µ, B) distribution with mean µ e R and scale parameter ßE (0, 00) has CDF F : R → [0, 1] given by 1 F(x):= x E R. 1+e-(x-µ)/B³
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