Julia implementation of the Logistic Beta distribution, also called Type IV Generalized logistic distribution or the Fisher Z-distribution.
It is defined as the distribution of the random variable log(Y/(1-Y)), where Y ~ Beta(α,β).
The implementation follows the Distribution.jl interface.
Install from the Julia package manager (via Github) by typing ] in the Julia REPL:
] add git@github.com:compbayes/LogisticBetaDistribution.jl.git
using LogisticBetaDistribution
d = LogisticBeta(1/2, 1/2)
mean(d)
rand(d, 10) # 10 random draws
pdf(d, 0.5) # pdf at 0.5
cdf(d, 0.5) # cdf at 0.5
d_general = 1 + 2*LogisticBeta(1/2, 1/2) # Generalized Logistic Beta (1/2,1/2,1,2)
mean(d_general)