LoglogisticDistribution
statistics: LoglogisticDistribution
Log-logistic probability distribution object.
A LoglogisticDistribution
object consists of parameters, a model
description, and sample data for a log-logistic probability distribution.
The log-logistic distribution is a continuous probability distribution that models non-negative random variables whose logarithm follows the logistic distribution. It is defined by location parameter mu and scale parameter sigma.
There are several ways to create a LoglogisticDistribution
object.
fitdist
function.
makedist
function.
LoglogisticDistribution (mu,
sigma)
to create a log-logistic distribution with fixed parameter
values mu and sigma.
LoglogisticDistribution.fit (x,
censor, freq, options)
to fit a distribution to the data
in x using the same input arguments as the loglfit
function.
It is highly recommended to use fitdist
and makedist
functions to create probability distribution objects, instead of the class
constructor or the aforementioned static method.
Further information about the log-logistic distribution can be found at https://en.wikipedia.org/wiki/Log-logistic_distribution
See also: fitdist, makedist, loglcdf, loglinv, loglpdf, loglrnd, loglfit, logllike, loglstat
Source Code: LoglogisticDistribution
A scalar value characterizing the mean of the logarithmic values of the
log-logistic distribution. You can access the mu
property using dot name assignment.
## Create a Log-logistic distribution with default parameters data = loglrnd (0, 1, 10000, 1); pd = fitdist (data, "Loglogistic"); ## Query parameter 'mu' (mean of logarithmic values) pd.mu ## Set parameter 'mu' pd.mu = 1 ## Use this to initialize or modify the mean of the logarithmic values in a ## Log-logistic distribution. The mu parameter must be a nonnegative real ## scalar, often representing the location in log-space for modeling ## positive skewed data like survival times or income distributions. ans = 0.022913 pd = LoglogisticDistribution Log-Logistic distribution mu = 1 sigma = 0.990419 |
## Create a Log-logistic distribution object by calling its constructor pd = LoglogisticDistribution (1.5, 2); ## Query parameter 'mu' pd.mu ## This demonstrates direct construction with a specific mu parameter, ## useful for modeling data with a known log-mean, such as in reliability ## engineering or financial modeling. ans = 1.5000 |
A positive scalar value characterizing the scale of the logarithmic
values of the log-logistic distribution. You can access the sigma
property using dot name assignment.
## Create a Log-logistic distribution with default parameters data = loglrnd (0, 1, 10000, 1); pd = fitdist (data, "Loglogistic"); ## Query parameter 'sigma' (scale of logarithmic values) pd.sigma ## Set parameter 'sigma' pd.sigma = 2 ## Use this to initialize or modify the scale of the logarithmic values in a ## Log-logistic distribution. The sigma parameter must be a positive real ## scalar, controlling the shape and tail heaviness of the distribution. ans = 0.9959 pd = LoglogisticDistribution Log-Logistic distribution mu = 0.00895226 sigma = 2 |
## Create a Log-logistic distribution object by calling its constructor pd = LoglogisticDistribution (0, 1.5); ## Query parameter 'sigma' pd.sigma ## This shows how to set the sigma parameter directly via the constructor, ## ideal for modeling variability in positive skewed data, such as failure times. ans = 1.5000 |
A character vector specifying the name of the probability distribution object. This property is read-only.
A scalar integer value specifying the number of parameters characterizing the probability distribution. This property is read-only.
A cell array of character vectors with each element containing the name of a distribution parameter. This property is read-only.
A cell array of character vectors with each element containing a short description of a distribution parameter. This property is read-only.
A numeric vector containing the values of the distribution
parameters. This property is read-only. You can change the distribution
parameters by assigning new values to the mu
and sigma
properties.
A numeric matrix containing the variance-covariance of the parameter estimates. Diagonal elements contain the variance of each estimated parameter, and non-diagonal elements contain the covariance between the parameter estimates. The covariance matrix is only meaningful when the distribution was fitted to data. If the distribution object was created with fixed parameters, or a parameter of a fitted distribution is modified, then all elements of the variance-covariance are zero. This property is read-only.
A logical vector specifying which parameters are fixed and
which are estimated. true
values correspond to fixed parameters,
false
values correspond to parameter estimates. This property is
read-only.
A numeric vector specifying the truncation interval for the
probability distribution. First element contains the lower boundary,
second element contains the upper boundary. This property is read-only.
You can only truncate a probability distribution with the
truncate
method.
A logical scalar value specifying whether a probability distribution is truncated or not. This property is read-only.
A scalar structure containing the following fields:
data
: a numeric vector containing the data used for
distribution fitting.
cens
: a numeric vector of logical values indicating
censoring information corresponding to the elements of the data used for
distribution fitting. If no censoring vector was used for distribution
fitting, then this field defaults to an empty array.
freq
: a numeric vector of non-negative integer values
containing the frequency information corresponding to the elements of the
data used for distribution fitting. If no frequency vector was used for
distribution fitting, then this field defaults to an empty array.
LoglogisticDistribution: p = cdf (pd, x)
LoglogisticDistribution: p = cdf (pd, x, "upper"
)
p = cdf (pd, x)
computes the CDF of the
probability distribution object, pd, evaluated at the values in
x.
p = cdf (…,
returns the complement of
the CDF of the probability distribution object, pd, evaluated at
the values in x.
"upper"
)
## Plot various CDFs from the Log-logistic distribution x = 0:0.01:10; data1 = loglrnd (0, 0.5, 10000, 1); data2 = loglrnd (0, 1, 10000, 1); data3 = loglrnd (0, 2, 10000, 1); pd1 = fitdist (data1, "Loglogistic"); pd2 = fitdist (data2, "Loglogistic"); pd3 = fitdist (data3, "Loglogistic"); p1 = cdf (pd1, x); p2 = cdf (pd2, x); p3 = cdf (pd3, x); plot (x, p1, "-b", x, p2, "-g", x, p3, "-r") grid on legend ({"mu = 0, sigma = 0.5", "mu = 0, sigma = 1", "mu = 0, sigma = 2"}, ... "location", "southeast") title ("Log-logistic CDF") xlabel ("values in x (x > 0)") ylabel ("Cumulative probability") ## Use this to compute and visualize the cumulative distribution function ## for different Log-logistic distributions, showing how probability ## accumulates for positive values, useful in survival analysis or risk modeling. |
LoglogisticDistribution: x = icdf (pd, p)
x = icdf (pd, p)
computes the quantile (the
inverse of the CDF) of the probability distribution object, pd,
evaluated at the values in p.
## Plot various iCDFs from the Log-logistic distribution p = 0.0001:0.001:0.95; data1 = loglrnd (0, 0.5, 10000, 1); data2 = loglrnd (0, 1, 10000, 1); data3 = loglrnd (0, 2, 10000, 1); pd1 = fitdist (data1, "Loglogistic"); pd2 = fitdist (data2, "Loglogistic"); pd3 = fitdist (data3, "Loglogistic"); x1 = icdf (pd1, p); x2 = icdf (pd2, p); x3 = icdf (pd3, p); plot (p, x1, "-b", p, x2, "-g", p, x3, "-r") grid on legend ({"mu = 0, sigma = 0.5", "mu = 0, sigma = 1", "mu = 0, sigma = 2"}, ... "location", "northwest") title ("Log-logistic iCDF") xlabel ("Probability") ylabel ("values in x (x > 0)") ## This demonstrates the inverse CDF (quantiles) for Log-logistic ## distributions, useful for finding values corresponding to given ## probabilities, such as percentiles in income data or survival quantiles. |
LoglogisticDistribution: r = iqr (pd)
r = iqr (pd)
computes the interquartile range of the
probability distribution object, pd.
## Compute the interquartile range for a Log-logistic distribution data = loglrnd (0, 1, 10000, 1); pd = fitdist (data, "Loglogistic"); iqr_value = iqr (pd) ## Use this to calculate the interquartile range, which measures the spread ## of the middle 50% of the distribution, helpful for understanding central ## variability in positive skewed data like lifetimes. iqr_value = 2.7585 |
LoglogisticDistribution: m = mean (pd)
m = mean (pd)
computes the mean of the probability
distribution object, pd.
## Compute the mean for different Log-logistic distributions data1 = loglrnd (0, 0.5, 10000, 1); data2 = loglrnd (0, 1, 10000, 1); pd1 = fitdist (data1, "Loglogistic"); pd2 = fitdist (data2, "Loglogistic"); mean1 = mean (pd1) mean2 = mean (pd2) ## This shows how to compute the expected value for Log-logistic ## distributions with different sigma parameters. Note that the mean may be ## infinite for sigma <= 1, useful in heavy-tailed modeling. mean1 = 1.5756 mean2 = Inf |
LoglogisticDistribution: m = median (pd)
m = median (pd)
computes the median of the probability
distribution object, pd.
## Compute the median for different Log-logistic distributions data1 = loglrnd (0, 0.5, 10000, 1); data2 = loglrnd (0, 1, 10000, 1); pd1 = fitdist (data1, "Loglogistic"); pd2 = fitdist (data2, "Loglogistic"); median1 = median (pd1) median2 = median (pd2) ## Use this to find the median value, which splits the distribution ## into two equal probability halves, robust to the heavy tails in Log-logistic data. median1 = 1.0142 median2 = 1.0243 |
LoglogisticDistribution: nlogL = negloglik (pd)
nlogL = negloglik (pd)
computes the negative
loglikelihood of the probability distribution object, pd.
## Compute the negative loglikelihood for a fitted Log-logistic distribution rand ("seed", 21); data = loglrnd (0, 1, 100, 1); pd_fitted = fitdist (data, "Loglogistic"); nlogL = negloglik (pd_fitted) ## This is useful for assessing the fit of a Log-logistic distribution to ## data, with lower values indicating a better fit, often used in model ## selection or optimization. nlogL = -187.83 |
LoglogisticDistribution: ci = paramci (pd)
LoglogisticDistribution: ci = paramci (pd, Name, Value)
ci = paramci (pd)
computes the lower and upper
boundaries of the 95% confidence interval for each parameter of the
probability distribution object, pd.
ci = paramci (pd, Name, Value)
computes
the confidence intervals with additional options specified by
Name-Value
pair arguments listed below.
Name | Value | |
---|---|---|
"Alpha" | A scalar value in the range specifying the significance level for the confidence interval. The default value 0.05 corresponds to a 95% confidence interval. | |
"Parameter" | A character vector or a cell array of
character vectors specifying the parameter names for which to compute
confidence intervals. By default, paramci computes confidence
intervals for all distribution parameters. |
paramci
is meaningful only when pd is fitted to data,
otherwise an empty array, []
, is returned.
## Compute confidence intervals for parameters of a fitted Log-logistic ## distribution rand ("seed", 21); data = loglrnd (0, 1, 1000, 1); pd_fitted = fitdist (data, "Loglogistic"); ci = paramci (pd_fitted, "Alpha", 0.05) ## Use this to obtain confidence intervals for the estimated parameters (mu ## and sigma), providing a range of plausible values given the data, especially ## useful in survival or reliability analysis. ci = -0.061636 0.938148 0.149957 1.041061 |
LoglogisticDistribution: y = pdf (pd, x)
y = pdf (pd, x)
computes the PDF of the
probability distribution object, pd, evaluated at the values in
x.
## Plot various PDFs from the Log-logistic distribution x = 0:0.01:10; data1 = loglrnd (0, 0.5, 10000, 1); data2 = loglrnd (0, 1, 10000, 1); data3 = loglrnd (0, 2, 10000, 1); pd1 = fitdist (data1, "Loglogistic"); pd2 = fitdist (data2, "Loglogistic"); pd3 = fitdist (data3, "Loglogistic"); y1 = pdf (pd1, x); y2 = pdf (pd2, x); y3 = pdf (pd3, x); plot (x, y1, "-b", x, y2, "-g", x, y3, "-r") grid on legend ({"mu = 0, sigma = 0.5", "mu = 0, sigma = 1", "mu = 0, sigma = 2"}, ... "location", "northeast") title ("Log-logistic PDF") xlabel ("values in x (x > 0)") ylabel ("Probability density") ## This visualizes the probability density function for Log-logistic ## distributions, showing the likelihood for positive values with varying tails. |
LoglogisticDistribution: plot (pd)
LoglogisticDistribution: plot (pd, Name, Value)
LoglogisticDistribution: h = plot (…)
plot (pd)
plots a probability density function (PDF) of the
probability distribution object pd. If pd contains data,
which have been fitted by fitdist
, the PDF is superimposed over a
histogram of the data.
plot (pd, Name, Value)
specifies additional
options with the Name-Value
pair arguments listed below.
Name | Value | |
---|---|---|
"PlotType" | A character vector specifying the plot
type. "pdf" plots the probability density function (PDF). When
pd is fit to data, the PDF is superimposed on a histogram of the
data. "cdf" plots the cumulative density function (CDF). When
pd is fit to data, the CDF is superimposed over an empirical CDF.
"probability" plots a probability plot using a CDF of the data
and a CDF of the fitted probability distribution. This option is
available only when pd is fitted to data. | |
"Discrete" | A logical scalar to specify whether to
plot the PDF or CDF of a discrete distribution object as a line plot or a
stem plot, by specifying false or true , respectively. By
default, it is true for discrete distributions and false
for continuous distributions. When pd is a continuous distribution
object, option is ignored. | |
"Parent" | An axes graphics object for plot. If
not specified, the plot function plots into the current axes or
creates a new axes object if one does not exist. |
h = plot (…)
returns a graphics handle to the plotted
objects.
## Create a Log-logistic distribution with fixed parameters mu = 0 and ## sigma = 1 and plot its PDF. data = loglrnd (0, 1, 10000, 1); pd = fitdist (data, "Loglogistic"); x = linspace (0.01, 20, 1000); y = pdf (pd, x); plot (x, y, "b", "LineWidth", 2) grid on title ("Fixed Log-logistic distribution with mu = 0 and sigma = 1") xlabel ("x") ylabel ("PDF") |
## Generate a data set of 100 random samples from a Log-logistic ## distribution with parameters mu = 0 and sigma = 1. Fit a Log-logistic ## distribution to this data and plot its CDF superimposed over an empirical ## CDF. rand ("seed", 21); data = loglrnd (0, 1, 100, 1); pd_fitted = fitdist (data, "Loglogistic"); ecdf (data); hold on; x = linspace (icdf (pd_fitted, 0.01), icdf (pd_fitted, 0.99), 1000); y = cdf (pd_fitted, x); plot (x, y, "r", "LineWidth", 2); txt = "Fitted Log-logistic distribution with mu = %0.2f and sigma = %0.2f"; title (sprintf (txt, pd_fitted.mu, pd_fitted.sigma)) legend ({"empirical CDF", "fitted CDF"}, "location", "southeast") xlabel ("x") ylabel ("CDF") grid on hold off; ## Use this to visualize the fitted CDF compared to the empirical CDF of the ## data, useful for assessing model fit in skewed positive data. |
## Generate a data set of 200 random samples from a Log-logistic ## distribution with parameters mu = 0 and sigma = 1. Display a probability ## plot for the Log-logistic distribution fit to the data. rand ("seed", 21); data = loglrnd (0, 1, 200, 1); pd_fitted = fitdist (data, "Loglogistic"); plot (pd_fitted, "PlotType", "probability") txt = strcat ("Probability plot of fitted Log-logistic", ... " distribution with mu = %0.2f and sigma = %0.2f"); title (sprintf (txt, pd_fitted.mu, pd_fitted.sigma)) legend ({"empirical CDF", "fitted CDF"}, "location", "southeast") ## This creates a probability plot to compare the fitted distribution to the ## data, useful for checking if the Log-logistic model captures the tail behavior. |
LoglogisticDistribution: [nlogL, param] = proflik (pd, pnum)
LoglogisticDistribution: [nlogL, param] = proflik (pd, pnum, "Display"
, display)
LoglogisticDistribution: [nlogL, param] = proflik (pd, pnum, setparam)
LoglogisticDistribution: [nlogL, param] = proflik (pd, pnum, setparam, "Display"
, display)
[nlogL, param] = proflik (pd, pnum)
returns a vector nlogL of negative loglikelihood values and a
vector param of corresponding parameter values for the parameter in
the position indicated by pnum. By default, proflik
uses
the lower and upper bounds of the 95% confidence interval and computes
100 equispaced values for the selected parameter. pd must be
fitted to data.
[nlogL, param] = proflik (pd, pnum,
also plots the profile likelihood
against the default range of the selected parameter.
"Display"
, "on"
)
[nlogL, param] = proflik (pd, pnum,
setparam)
defines a user-defined range of the selected parameter.
[nlogL, param] = proflik (pd, pnum,
setparam,
also plots the profile
likelihood against the user-defined range of the selected parameter.
"Display"
, "on"
)
For the Log-logistic distribution, pnum = 1
selects
the parameter mu
and pnum = 2
selects the
parameter sigma
.
When opted to display the profile likelihood plot, proflik
also
plots the baseline loglikelihood computed at the lower bound of the 95%
confidence interval and estimated maximum likelihood. The latter might
not be observable if it is outside of the used-defined range of parameter
values.
## Compute and plot the profile likelihood for the sigma parameter of a fitted ## Log-logistic distribution rand ("seed", 21); data = loglrnd (0, 1, 1000, 1); pd_fitted = fitdist (data, "Loglogistic"); [nlogL, param] = proflik (pd_fitted, 2, "Display", "on"); ## Use this to analyze the profile likelihood of the scale parameter (sigma), ## helping to understand the uncertainty and shape of the likelihood surface. |
LoglogisticDistribution: r = random (pd)
LoglogisticDistribution: r = random (pd, rows)
LoglogisticDistribution: r = random (pd, rows, cols, …)
LoglogisticDistribution: r = random (pd, [sz])
r = random (pd)
returns a random number from the
distribution object pd.
When called with a single size argument, random
returns a square
matrix with the dimension specified. When called with more than one
scalar argument, the first two arguments are taken as the number of rows
and columns and any further arguments specify additional matrix
dimensions. The size may also be specified with a row vector of
dimensions, sz.
## Generate random samples from a Log-logistic distribution rand ("seed", 21); samples = loglrnd (0, 1, 500, 1); hist (samples, 50) p99 = prctile (samples, 99); xlim ([0, p99]); title ("Histogram of 500 random samples from Log-logistic(mu=0, sigma=1)") xlabel ("values in x (x > 0)") ylabel ("Frequency") ## This generates random samples from a Log-logistic distribution, useful ## for simulating positive skewed data like waiting times or economic variables. |
LoglogisticDistribution: s = std (pd)
s = std (pd)
computes the standard deviation of the
probability distribution object, pd.
## Compute the standard deviation for a Log-logistic distribution data = loglrnd (0, 0.4, 10000, 1); pd = fitdist (data, "Loglogistic"); std_value = std (pd) ## Use this to calculate the standard deviation, which measures the variability ## in the positive skewed values. Note it may be infinite for certain parameters. std_value = 1.5927 |
LoglogisticDistribution: t = truncate (pd, lower, upper)
t = truncate (pd, lower, upper)
returns a
probability distribution t, which is the probability distribution
pd truncated to the specified interval with lower limit,
lower, and upper limit, upper. If pd is fitted to data
with fitdist
, the returned probability distribution t is not
fitted, does not contain any data or estimated values, and it is as it
has been created with the makedist function, but it includes the
truncation interval.
## Plot the PDF of a Log-logistic distribution, with parameters mu = 0 ## and sigma = 1, truncated at [0.5, 5] intervals. Generate 10000 random ## samples from this truncated distribution and superimpose a histogram scaled ## accordingly rand ("seed", 21); data_all = loglrnd (0, 1, 30000, 1); data = data_all(data_all >= 0.5 & data_all <= 5); data = data(1:10000); pd = fitdist (data, "Loglogistic"); t = truncate (pd, 0.5, 5); [counts, centers] = hist (data, 50); bin_width = centers(2) - centers(1); bar (centers, counts / (sum (counts) * bin_width), 1); hold on; x = linspace (0.5, 5, 500); y = pdf (t, x); plot (x, y, "r", "linewidth", 2); title ("Log-logistic distribution (mu = 0, sigma = 1) truncated at [0.5, 5]") legend ("Truncated PDF", "Histogram") hold off; ## This demonstrates truncating a Log-logistic distribution to a specific ## range and visualizing the resulting distribution with random samples, ## useful for bounded positive data. |
LoglogisticDistribution: v = var (pd)
v = var (pd)
computes the variance of the
probability distribution object, pd.
## Compute the variance for a Log-logistic distribution data = loglrnd (0, 0.4, 10000, 1); pd = fitdist (data, "Loglogistic"); var_value = var (pd) ## Use this to calculate the variance, which quantifies the spread of the ## positive skewed values. Note it may be infinite for sigma <= 2. var_value = 2.4054 |
pd_fixed = makedist ("Loglogistic", "mu", 0, "sigma", 1) rand ("seed", 2); data = random (pd_fixed, 5000, 1); pd_fitted = fitdist (data, "Loglogistic") plot (pd_fitted) msg = "Fitted Log-logistic distribution with mu = %0.2f and sigma = %0.2f"; title (sprintf (msg, pd_fitted.mu, pd_fitted.sigma)) |
pd_fixed = LoglogisticDistribution Log-Logistic distribution mu = 0 sigma = 1 pd_fitted = LoglogisticDistribution Log-Logistic distribution mu = 0.0351959 [-0.0119722, 0.082364] sigma = 0.978072 [0.955719, 1.00095] |