Generalized Logistic distribution

Format: GLogistic(a, b, g)

The Generalized logistic distribution can be either left or right skewed (when parameter g is less than 1 or greater than 1 respectively) or symmetric (g= 1). When g = 1 the distribution is Logistic, i.e.:

GLogistic(a,b,1) = Logistic(a,b)

Uses

The Generalized logistic distribution has been used to fit values of extremes: for example, extremes of share return fluctuations (Gettinby et al, 2004) and sea levels (van Gelder et al, 2000). It has been used extensively for maximum rainfall modeling, and in the UK and elsewhere is used in hydrological risk analysis as the standard model for flood frequency estimation (Institute of Hydrology, 1999).

ModelRisk functions added to Microsoft Excel for the Generalized Logistic distribution

VoseGLogistic generates random values from this distribution for Monte Carlo simulation, or calculates a percentile if used with a U parameter.

VoseGLogisticObject constructs a distribution object for this distribution.

VoseGLogisticProb returns the probability density or cumulative distribution function for this distribution.

VoseGLogisticProb10 returns the log10 of the probability density or cumulative distribution function.  

VoseGLogisticFit generates values from this distribution fitted to data, or calculates a percentile from the fitted distribution.

VoseGLogisticFitObject constructs a distribution object of this distribution fitted to data.

VoseGLogisticFitP returns the parameters of this distribution fitted to data.

 

Generalized Logistic distribution equations

 

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