Distribucion Logistica y Distribución normal estandar

Logit
Z f(Z) Pr=F(Z)
-5 0.00664806 0.00669285
-4 0.01766271 0.01798621
-3 0.04517666 0.04742587
-2 0.10499359 0.11920292
-1 0.19661193 0.26894142
0 0.25 0.5
1 0.19661193 0.73105858
2 0.10499359 0.88079708
3 0.04517666 0.95257413
4 0.01766271 0.98201379
5 0.00664806 0.99330715

0.3

0.25

0.2

0.15

0.1

0.05

0
-6 -4 -2 0 2 4 6

-6 -4

1.2

0.8
 1.2

0.8

0.6

0.4

0.2

0
-6 -4 -2 0 2 4 6
-4 -3 -2 -
 Comparación
Normal (0,1)
1.2
Z f(Z) Pr=F(Z)
-5 1.48672E-06 2.86652E-07
1
-4 0.00013383 3.16712E-05
-3 0.00443185 0.0013499
0.8
-2 0.05399097 0.02275013
-1 0.24197072 0.15865525
0.6
0 0.39894228 0.5
1 0.24197072 0.84134475
0.4
2 0.05399097 0.97724987
3 0.00443185 0.9986501
0.2
4 0.00013383 0.99996833
5 1.48672E-06 0.99999971
0
-6 -4 -2 0 2

0.45 Logit Normal (0,1

0.4

0.35

0.3

0.25

0.2

0.15

0.1

0.05

0
-6 -4 -2 0 2 4 6
 1.2

0.8

0.6

0.4

0.2

0
-4 -3 -2 -1 0 1 2 3 4 5 6
mparación
1.2

0.8

0.6

0.4

0.2

0
-2 0 2 4 6

Logit Normal (0,1)

Diferencia entre logit y probit
BX
-10
-9
-8
-7
-6
-5
-4
-3
-2
-1
0
1
2
3
4
5
Logit 6
Probit 7
8
9
10
Pr (logit) Pr(Probit) 1.2
4.53979E-05 7.61985E-24
0.00012339 1.12859E-19
1
0.00033535 6.22096E-16
0.00091105 1.27981E-12
0.00247262 9.86588E-10 0.8
0.00669285 2.86652E-07
0.01798621 3.16712E-05
0.04742587 0.0013499 0.6

0.11920292 0.02275013
0.26894142 0.15865525 0.4
0.5 0.5
0.73105858 0.84134475
0.88079708 0.97724987 0.2
0.95257413 0.9986501
0.98201379 0.99996833
0
0.99330715 0.99999971 -15 -10 -5 0 5 10 15
0.99752738 1
Pr (logit) Pr(Probit)
0.99908895 1
0.99966465 1
0.99987661 1
0.9999546 1
10 15