Logarithmic distribution

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In probability

and statistics

, the

Probability

Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

and statistics

Statistics

Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

, the

**logarithmic distribution**(also known as the**logarithmic series distribution**or the**log-series distribution**) is a discrete probability distribution derived from the Maclaurin series expansion-

From this we obtain the identity

This leads directly to the probability mass functionProbability mass functionIn probability theory and statistics, a probability mass function is a function that gives the probability that a discrete random variable is exactly equal to some value...

of a Log(*p*)-distributed random variableRandom variableIn probability and statistics, a random variable or stochastic variable is, roughly speaking, a variable whose value results from a measurement on some type of random process. Formally, it is a function from a probability space, typically to the real numbers, which is measurable functionmeasurable...

:

for*k*≥ 1, and where 0 <*p*< 1. Because of the identity above, the distribution is properly normalized.

The cumulative distribution functionCumulative distribution functionIn probability theory and statistics, the cumulative distribution function , or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far"...

is

where*B*is the incomplete beta function.

A Poisson mixture of Log(*p*)-distributed random variables has a negative binomial distributionNegative binomial distributionIn probability theory and statistics, the negative binomial distribution is a discrete probability distribution of the number of successes in a sequence of Bernoulli trials before a specified number of failures occur...

. In other words, if*N*is a random variable with a Poisson distributionPoisson distributionIn probability theory and statistics, the Poisson distribution is a discrete probability distribution that expresses the probability of a given number of events occurring in a fixed interval of time and/or space if these events occur with a known average rate and independently of the time since...

, and*X*_{i},*i*= 1, 2, 3, ... is an infinite sequence of independent identically distributed random variables each having a Log(*p*) distribution, then

has a negative binomial distribution. In this way, the negative binomial distribution is seen to be a compound Poisson distributionCompound Poisson distributionIn probability theory, a compound Poisson distribution is the probability distribution of the sum of a "Poisson-distributed number" of independent identically-distributed random variables...

.

R.A. FisherRonald FisherSir Ronald Aylmer Fisher FRS was an English statistician, evolutionary biologist, eugenicist and geneticist. Among other things, Fisher is well known for his contributions to statistics by creating Fisher's exact test and Fisher's equation...

described the logarithmic distribution in a paper that used it to model relative species abundanceRelative species abundanceRelative species abundance is a component of biodiversity and refers to how common or rare a species is relative to other species in a defined location or community...

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