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Biometrika 1980 67(2):261-272; doi:10.1093/biomet/67.2.261
© 1980 by Biometrika Trust
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Logistic-normal distributions:Some properties and uses

J. ATCHISON and S.M. SHEN

Department of Statistics, University of Hong Kong

The logistic transformation applied to a d-dimensional normal distribution produces a distribution over the d-dimensional simplex which can sensibly be termed a logistic-normal distribution. Such distributions, implicitly used in a number of recent applications, are here given a formal identity and some useful properties are recorded. A main aim is to extend the area of application from the restricted role as a substitute for the Dirichlet conjugate prior class in the analysis of multinomial and contingency table data to the direct statistical description and analysis of compositional and probabilistic data.

Key Words: Compositional data • Directed divergence measure • Dirichlet distribution • Logistic discrimination • Logistic-normal distribution • Log normal distribution • Multiple contingency table • Probabilistic data


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