1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
|
.. _continuous-levy_l:
Left-skewed Lévy Distribution
==============================
Special case of Lévy-stable distribution with :math:`\alpha=\frac{1}{2}` and
:math:`\beta=-1`. The support is :math:`x\leq0` . In standard form
.. math::
:nowrap:
\begin{eqnarray*} f\left(x\right) & = & \frac{1}{\left|x\right|\sqrt{2\pi\left|x\right|}}\exp\left(-\frac{1}{2\left|x\right|}\right)\\ F\left(x\right) & = & 2\Phi\left(\frac{1}{\sqrt{\left|x\right|}}\right)-1\\ G\left(q\right) & = & -\left[\Phi^{-1}\left(\frac{q+1}{2}\right)\right]^{-2}.\end{eqnarray*}
No moments.
Implementation: `scipy.stats.levy_l`
|
