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LevyDistribution
BUILT-IN MATHEMATICA SYMBOL
LevyDistribution
LevyDistribution[
,
]
represents a Lévy distribution with location parameter
and dispersion parameter
.
DetailsDetails
- The probability density for value
in a Lévy distribution is proportional to
. » - The Lévy distribution LevyDistribution[0,
] is a special case of the inverse gamma distribution with
and
. » - LevyDistribution allows
to be any real number and
to be any positive real number. - LevyDistribution can be used with such functions as Mean, CDF, and RandomVariate.
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