Inverse cumulative distribution function
The logistic function (logistic distribution CDF) has another important property: each x input value is transformed to a unique value. That means that the transformation can be reversed. The logit function is the name for the inverse logistic function, which is also the logistic distribution inverse cumulative distribution function. (All three terms mean exactly the same thing.)
The logit function takes values between zero and one, and returns values between minus infinity and infinity.
logistic
is available from scipy.stats
.
This exercise is part of the course
Intermediate Regression with statsmodels in Python
Hands-on interactive exercise
Have a go at this exercise by completing this sample code.
# Create p ranging from 0.001 to 0.999 in steps of 0.001
p = ____