Logit

Plot of logit(x) in the domain of 0 to 1, where the base of the logarithm is e.

In statistics, the logit (/ˈlɪt/ LOH-jit) function is the quantile function associated with the standard logistic distribution. It has many uses in data analysis and machine learning, especially in data transformations.

Mathematically, the logit is the inverse of the standard logistic function , so the logit is defined as

Because of this, the logit is also called the log-odds since it is equal to the logarithm of the odds where p is a probability. Thus, the logit is a type of function that maps probability values from to real numbers in ,[1] akin to the probit function.

  1. ^ "Logit/Probit" (PDF).