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In probability and statistics, the reciprocal 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.

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 of the reciprocal distribution is

$f(x;a,b)=\frac{1}{x[{\log }_e(b)-{\log }_e(a)]}\text{ for }a\le x\le b\text{ and }a>0.$

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

$F(x;a,b)=\frac{{\log }_e(x)-{\log }_e(a)}{{\log }_e(b)-{\log }_e(a)}\text{ for }a\le x\le b.$

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.

References

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