In article <[EMAIL PROTECTED]>,
George C. Scott <[EMAIL PROTECTED]> wrote:
>I am trying to determine the transform from log odds to the original
>scale. Assuming that I have x such that lo(x) is ~N(m,s^2) where lo(x)
>= ln[x/(1-x)], is there a closed form to calculate the moments on x
>given m and s?
>George Scott
No. Even the first moment is equivalent to obtaining the
cdf of the sum of a normal and a logistic random variable,
and this cannot be done in closed form.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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