Distribution Fitting Software & Articles

Levy Distribution

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- scale parameter ()
- location parameter ( yields the one-parameter Levy distribution)


Probability Density Function (PDF)

Levy distribution PDF

Levy Distribution Fitting

EasyFit allows to automatically or manually fit the Levy distribution and 55 additional distributions to your data, compare the results, and select the best fitting model using the goodness of fit tests and interactive graphs. Watch the short video about EasyFit and get your free trial.

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Levy Distribution Graphs and Properties

EasyFit displays all graphs and properties of the Levy distribution, presenting the results in an easy to read & understand manner. EasyFit calculates quantiles, tail probabilities depending on the distribution parameters you specify.

Random Numbers from the Levy Distribution

You can easily generate random numbers from the Levy distribution in a variety of ways:

  • directly from EasyFit
  • in Excel sheets using the worksheet functions provided by EasyFitXL
  • in your VBA applications using the EasyFitXL library

Excel Worksheet and VBA Functions

EasyFitXL enables you to use the following functions in your Excel sheets and VBA applications:

Function Name
LevyPdf Probability Density Function
LevyCdf Cumulative Distribution Function
LevyHaz Hazard Function
LevyInv Inverse CDF (Quantile Function)
LevyRand Random Numbers

Learn more: EasyFit Help on the Levy distribution