Lévy Distribution

The parameters of the distribution are mu (the location) and sigma (the scale).

See the wikipedia article “Lévy distribution” [1] for more information.

[1]

Lévy distribution, https://en.wikipedia.org/wiki/L%C3%A9vy_distribution

mpsci.distributions.levy.cdf(x, mu=0, sigma=1)

CDF of the Lévy distribution.

mpsci.distributions.levy.invcdf(p, mu=0, sigma=1)

Inverse of the CDF of the Lévy distribution.

mpsci.distributions.levy.invsf(p, mu=0, sigma=1)

Inverse of the survivial function of the Lévy distribution.

mpsci.distributions.levy.logpdf(x, mu=0, sigma=1)

Log of the PDF of the Lévy distribution.

mpsci.distributions.levy.pdf(x, mu=0, sigma=1)

PDF of the Lévy distribution.

mpsci.distributions.levy.sf(x, mu=0, sigma=1)

Survival function of the Lévy distribution.

mpsci.distributions.levy.support(p, mu=0, sigma=1)

Support of the Lévy distribution.