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This tag is too general; please provide a more specific tag. For questions about the properties of specific estimators, use [estimators] tag instead.
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Estimation of logit-normal parameters [closed]
For $Y \sim \mathcal{N}(\mu,\sigma^2)$,
$$X = \frac{\exp(Y)}{1+\exp(Y)},$$
so $X$ has a logit-normal distribution. Then
$$\mathbb{E}(X^2) = \int_{-\infty}^\infty \frac{\exp(2y)}{\left(1+\exp(y)\rig …