Logistic Pdf 376Ae9
1. **State the problem:** Given the cumulative distribution function (CDF) $$F(x) = \frac{1}{1 + e^{-x}}$$ for $$-\infty < x < \infty$$, find the probability density function (PDF) of the random variable.
2. **Recall the relationship between CDF and PDF:** The PDF $$f(x)$$ is the derivative of the CDF $$F(x)$$ with respect to $$x$$:
$$f(x) = \frac{d}{dx}F(x)$$
3. **Differentiate the given CDF:**
Start with $$F(x) = \frac{1}{1 + e^{-x}}$$.
Rewrite as $$F(x) = (1 + e^{-x})^{-1}$$.
Using the chain rule:
$$f(x) = -1 \times (1 + e^{-x})^{-2} \times \frac{d}{dx}(1 + e^{-x})$$
Calculate the derivative inside:
$$\frac{d}{dx}(1 + e^{-x}) = 0 + (-e^{-x}) = -e^{-x}$$
So,
$$f(x) = - (1 + e^{-x})^{-2} \times (-e^{-x}) = \frac{e^{-x}}{(1 + e^{-x})^{2}}$$
4. **Simplify the expression:**
The PDF is
$$f(x) = \frac{e^{-x}}{(1 + e^{-x})^{2}}$$
This is the probability density function corresponding to the logistic distribution.
5. **Interpretation:**
The PDF is positive for all real $$x$$ and integrates to 1 over $$(-\infty, \infty)$$, confirming it is a valid density function.
**Final answer:**
$$f(x) = \frac{e^{-x}}{(1 + e^{-x})^{2}}$$