双曲正割分布#
与逻辑斯蒂分布相关,用于寿命分析。标准形式为(定义在所有 \(x\) 上)
\begin{eqnarray*} f\left(x\right) & = & \frac{1}{\pi}\mathrm{sech}\left(x\right)\\ F\left(x\right) & = & \frac{2}{\pi}\arctan\left(e^{x}\right)\\ G\left(q\right) & = & \log\left(\tan\left(\frac{\pi}{2}q\right)\right)\end{eqnarray*}
\[M\left(t\right)=\sec\left(\frac{\pi}{2}t\right)\]
\begin{eqnarray*} \mu_{n}^{\prime} & = & \frac{1+\left(-1\right)^{n}}{2\pi2^{2n}}n!\left[\zeta\left(n+1,\frac{1}{4}\right)-\zeta\left(n+1,\frac{3}{4}\right)\right]\\ & = & \left\{ \begin{array}{cc} 0 & n \text{ 奇数}\\ C_{n/2}\frac{\pi^{n}}{2^{n}} & n \text{ 偶数} \end{array} \right.\end{eqnarray*}
其中 \(C_{m}\) 是一个整数,由下式给出
\begin{eqnarray*} C_{m} & = & \frac{\left(2m\right)!\left[\zeta\left(2m+1,\frac{1}{4}\right)-\zeta\left(2m+1,\frac{3}{4}\right)\right]}{\pi^{2m+1}2^{2m}}\\ & = & 4\left(-1\right)^{m-1}\frac{16^{m}}{2m+1}B_{2m+1}\left(\frac{1}{4}\right)\end{eqnarray*}
其中 \(B_{2m+1}\left(\frac{1}{4}\right)\) 是在 \(1/4.\) 处计算的阶数为 \(2m+1\) 的伯努利多项式。因此
\[\begin{split}\mu_{n}^{\prime}=\left\{ \begin{array}{cc} 0 & n \text{ 奇数}\\ 4\left(-1\right)^{n/2-1}\frac{\left(2\pi\right)^{n}}{n+1}B_{n+1}\left(\frac{1}{4}\right) & n \text{ 偶数} \end{array} \right.\end{split}\]
\begin{eqnarray*} m_{d}=m_{n}=\mu & = & 0\\ \mu_{2} & = & \frac{\pi^{2}}{4}\\ \gamma_{1} & = & 0\\ \gamma_{2} & = & 2\end{eqnarray*}
\[h\left[X\right]=\log\left(2\pi\right).\]