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Hyperbolic Secant Distribution

doc/source/tutorial/stats/continuous_hypsecant.rst

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.. _continuous-hypsecant:

Hyperbolic Secant Distribution

Related to the logistic distribution and used in lifetime analysis. Standard form is (defined over all :math:x )

.. math:: :nowrap:

\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*}

.. math::

 M\left(t\right)=\sec\left(\frac{\pi}{2}t\right)

.. math:: :nowrap:

\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{ odd}\ C_{n/2}\frac{\pi^{n}}{2^{n}} & n \text{ even} \end{array} \right.\end{eqnarray*}

where :math:C_{m} is an integer given by

.. math:: :nowrap:

\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*}

where :math:B_{2m+1}\left(\frac{1}{4}\right) is the Bernoulli polynomial of order :math:2m+1 evaluated at :math:1/4. Thus

.. math::

 \mu_{n}^{\prime}=\left\{
   \begin{array}{cc}
    0 & n \text{ odd}\\
    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{ even}
  \end{array}
  \right.

.. math:: :nowrap:

\begin{eqnarray*} m_{d}=m_{n}=\mu & = & 0\\
\mu_{2} & = & \frac{\pi^{2}}{4}\\
\gamma_{1} & = & 0\\
\gamma_{2} & = & 2\end{eqnarray*}

.. math::

 h\left[X\right]=\log\left(2\pi\right).

Implementation: scipy.stats.hypsecant