A normal scale mixture representation of the logistic distribution

Leonard A. Stefanski

Statistics & Probability Letters, 1991, vol. 11, issue 1, 69-70

Abstract: In this paper it is shown that the logistic distribution can be represented as a scale mixture of the standard normal distribution where the mixing density is related to the Kolmogorov--Smirnov distribution. Two derivations of the theorem are presented that give rise to two different representations of the Kolmogorov--Smirnov distribution. The induced identity is of independent interest and is not widely published nor easily derived directly.

Keywords: Kolmogorov--Smirnov; distribution; logistic; distribution; normal; scale; mixture (search for similar items in EconPapers)
Date: 1991
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Citations: View citations in EconPapers (3)

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