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GeezerVison is showing mathworld.wolfram.com — Logit Function -- from Wolfram MathWorld

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Logit Function

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LogitFunction

The logit function maps a probability p in (0,1) to its log-odds, the natural logarithm of its odds in favor,

logit(p)=ln(p/(1-p)).

It is the quantile function of the logistic distribution with location 0 and scale 1. Its inverse function is the sigmoid function p=1/(1+e^(-z)), where z=logit(p). Berkson (1944) introduced the term logit by analogy with the probit function.

The logit function will be implemented in a future version of the Wolfram Language as Logit[p].

See also

Logistic Distribution, Logit Transformation, Odds, Probit Function, Quantile Function, Sigmoid Function

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References

Berkson, J. "Application of the Logistic Function to Bio-Assay." J. Amer. Statist. Assoc. 39, 357-365, 1944. https://doi.org/10.1080/01621459.1944.10500699.

Referenced on Wolfram|Alpha

Logit Function

Cite this as:

Weisstein, Eric W. "Logit Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/LogitFunction.html

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