Variance of Logistic Distribution/Lemma 1
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Lemma for Variance of Logistic Distribution
- $\ds \int_{\to 0}^{\to 1} \map {\ln^2} {1 - u} \rd u = 2$
Proof
Let:
\(\ds x\) | \(=\) | \(\ds \paren {1 - u}\) | ||||||||||||
\(\ds \leadsto \ \ \) | \(\ds \frac {\d x} {\d u}\) | \(=\) | \(\ds -1\) | Derivative of Power | ||||||||||
\(\ds \leadsto \ \ \) | \(\ds \int_{\to 0}^{\to 1} \map {\ln^2} {1 - u} \rd u\) | \(=\) | \(\ds -\int_{\to 1}^{\to 0} \map {\ln^2} x \rd x\) | |||||||||||
\(\ds \) | \(=\) | \(\ds \int_{\to 0}^{\to 1} \map {\ln^2} x \rd x\) | ||||||||||||
\(\ds \) | \(=\) | \(\ds \bigintlimits {x \ln^2 x } 0 1 - 2 \int_{\to 0}^{\to 1} \map \ln x \rd x\) | Primitive of Power of Logarithm of x | |||||||||||
\(\ds \) | \(=\) | \(\ds \paren {\paren {0 - 0} - 2 \paren {-1} }\) | Expectation of Logistic Distribution:Lemma 2 | |||||||||||
\(\ds \) | \(=\) | \(\ds 2\) |
$\blacksquare$