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