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The logarithmic distribution

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The logarithmic distribution arises from following power series expansion:

 

 

This means that the function ,  can naturally be interpreted as a probability mass function since .

 

Distribution name

Logarithmic distribution

Common notation

Parameters

 = shape parameter ()

Domain

Probability mass function

Cumulative distribution function

Mean

Variance

Skewness

(Excess) kurtosis

where

Characteristic function

Other comments

The logarithmic distribution has a mode  of 1. If  is a random variable with Poission distribution and ,  is an infinite sequence of iid random variables each distributed  then  has a negative binomial distribution showing that the negative binomial distribution is an example of a compound Poisson distribution

 

Nematrian web functions

 

Functions relating to the above distribution may be accessed via the Nematrian web function library by using a DistributionName of “logarithmic”. For details of other supported probability distributions see here.

 


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