Fisk（对数逻辑）分布#
Burr 分布的特例，其中 \(d=1\)。有一个形状参数 \(c > 0\)，支持范围为 \(x \in [0,\infty)\).
\begin{eqnarray*}\textrm{令 }k & = & \Gamma\left(1-\frac{2}{c}\right)\Gamma\left(\frac{2}{c}+1\right)-\Gamma^{2}\left(1-\frac{1}{c}\right)\Gamma^{2}\left(\frac{1}{c}+1\right)\\ f\left(x;c,d\right) & = & \frac{cx^{c-1}}{\left(1+x^{c}\right)^{2}} \\ F\left(x;c,d\right) & = & \left(1+x^{-c}\right)^{-1}\\ G\left(q;c,d\right) & = & \left(q^{-1}-1\right)^{-1/c}\\ \mu & = & \Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+1\right)\\ \mu_{2} & = & k\\ \gamma_{1} & = & \frac{1}{\sqrt{k^{3}}}\left[2\Gamma^{3}\left(1-\frac{1}{c}\right)\Gamma^{3}\left(\frac{1}{c}+1\right)+\Gamma\left(1-\frac{3}{c}\right)\Gamma\left(\frac{3}{c}+1\right)\right.\\ & & \left.-3\Gamma\left(1-\frac{2}{c}\right)\Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+1\right)\Gamma\left(\frac{2}{c}+1\right)\right]\\ \gamma_{2} & = & -3+\frac{1}{k^{2}}\left[6\Gamma\left(1-\frac{2}{c}\right)\Gamma^{2}\left(1-\frac{1}{c}\right)\Gamma^{2}\left(\frac{1}{c}+1\right)\Gamma\left(\frac{2}{c}+1\right)\right.\\ & & -3\Gamma^{4}\left(1-\frac{1}{c}\right)\Gamma^{4}\left(\frac{1}{c}+1\right)+\Gamma\left(1-\frac{4}{c}\right)\Gamma\left(\frac{4}{c}+1\right)\\ & & \left.-4\Gamma\left(1-\frac{3}{c}\right)\Gamma\left(1-\frac{1}{c}\right)\Gamma\left(\frac{1}{c}+1\right)\Gamma\left(\frac{3}{c}+1\right)\right]\\ m_{d} & = & \left(\frac{c-1}{c+1}\right)^{1/c}\, \text{if }c>1, \text{否则 } 0\\ m_{n} & = & 1\\ h\left[X\right] & = & 2-\log c\end{eqnarray*}