Reciprocal distribution

In probability and statistics, the reciprocal distribution, also known as the log-uniform distribution, is a continuous probability distribution. It is characterised by its probability density function, within the support of the distribution, being proportional to the reciprocal of the variable.

Reciprocal
Probability density function
Cumulative distribution function
Parameters
Support
PDF
CDF
Mean

The reciprocal distribution is an example of an inverse distribution, and the reciprocal (inverse) of a random variable with a reciprocal distribution itself has a reciprocal distribution.

Definition

The probability density function (pdf) of the reciprocal distribution is

Here, and are the parameters of the distribution, which are the lower and upper bounds of the support, and is the natural log function (the logarithm to base e). The cumulative distribution function is

Characterization

Relationship to Log-Uniform

A positive random variable X is log-uniformally distributed if the logarithm of X is uniform distributed,

This relationship is true regardless of the base of the logarithmic or exponential function. If is uniform distributed, then so is , for any two positive numbers . Likewise, if is log-uniform distributed, then so is , where .


Applications

The reciprocal distribution is of considerable importance in numerical analysis as a computer’s arithmetic operations transform mantissas with initial arbitrary distributions to the reciprocal distribution as a limiting distribution.[1]

References

  1. Hamming R. W. (1970) "On the distribution of numbers", The Bell System Technical Journal 49(8) 1609–1625
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