Logit function

The logit maps a probability p between 0 and 1 to the logarithm of its odds, stretching it onto the whole real line. It is the inverse of the logistic sigmoid and is widely used in logistic regression and statistics.

\operatorname{logit}(p)=\log\left(\frac{p}{1-p}\right)=\log(p)-\log(1-p)=-\log\left(\frac{1}{p}-1\right)

What the symbols mean

probability, a value between 0 and 1
natural logarithm

About this formula

  • FieldStatistics
  • TopicProbability functions
  • LevelUniversity
  • Also calledlogit, log-odds, log odds, inverse logistic function, logistic transform, logit of probability
  • SourceWikidata Q1868104

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