time-to-botec/squiggle/node_modules/@stdlib/stats/base/dists/levy

Lévy

Lévy distribution.

Usage

var levy = require( '@stdlib/stats/base/dists/levy' );

levy

Lévy distribution.

var dist = levy;
// returns {...}

The namespace contains the following distribution functions:

• cdf( x, mu, c ): Lévy distribution cumulative distribution function.
• logcdf( x, mu, c ): Lévy distribution logarithm of cumulative distribution function.
• logpdf( x, mu, c ): Lévy distribution logarithm of probability density function (PDF).
• pdf( x, mu, c ): Lévy distribution probability density function (PDF).
• quantile( p, mu, c ): Lévy distribution quantile function.

The namespace contains the following functions for calculating distribution properties:

• entropy( mu, c ): Lévy distribution differential entropy.
• mean( mu, c ): Lévy distribution expected value.
• median( mu, c ): Lévy distribution median.
• mode( mu, c ): Lévy distribution mode.
• stdev( mu, c ): Lévy distribution standard deviation.
• variance( mu, c ): Lévy distribution variance.

The namespace contains a constructor function for creating a Lévy distribution object.

• Levy( [mu, c] ): Lévy distribution constructor.

var Levy = require( '@stdlib/stats/base/dists/levy' ).Levy;

var dist = new Levy( 2.0, 4.0 );

var y = dist.pdf( 2.5 );
// returns ~0.041

Examples

var objectKeys = require( '@stdlib/utils/keys' );
var levy = require( '@stdlib/stats/base/dists/levy' );

console.log( objectKeys( levy ) );