Some orthogonal expansions for the logistic distribution |
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Authors: | Caries M Cuadras Younes Lahlou |
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Institution: | Departament d'Estadistica , Universitat de Barcelona , Diagonal 645, Barcelona, 08028, Spain |
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Abstract: | We expand a continuous random variable as a sum of a sequence of un-correlated random variables. These variables are principal components of a Bernoulli process, as well as principal dimensions in continuous metric scaling on a particular distance function. We obtain expansions for the uniform, exponential and logistic distributions. A goodness-of-fit application is given. |
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Keywords: | Karhunen-Loeve expansion principal components continuous scaling Legendre polynomials goodness-of-fit assessment |
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