Levy Distribution

Parameters

- continuous scale parameter (

)

- continuous location parameter (

yields the one-parameter Levy distribution)

Domain

Two-Parameter Levy Distribution

Probability Density Function

Cumulative Distribution Function

One-Parameter Levy Distribution

Probability Density Function

Cumulative Distribution Function

where is the Laplace Integral.

Worksheet and VBA Functions

The following worksheet and VBA functions are available for this distribution:

Description VBA Functions Worksheet Functions

Distribution Fitting - =DistFit("Levy";Data;[Options]¹)

Probability Density Function LevyPdf(x,sigma,[gamma]) =LevyPdf(sigma;[gamma]) =DistPdf("Levy(sigma;[gamma])";x)

Cumulative Distribution Function LevyCdf(x,sigma,[gamma]) =LevyCdf(sigma;[gamma]) =DistCdf("Levy(sigma;[gamma])";x)

Survival Function LevySurv(x,sigma,[gamma]) =DistSurv("Levy(sigma;[gamma])";x)

Hazard Function LevyHaz(x,sigma,[gamma]) =LevyHaz(sigma;[gamma]) =DistHaz("Levy(sigma;[gamma])";x)

Cumulative Hazard Function LevyCumHaz(x,sigma,[gamma]) =DistCumHaz("Levy(sigma;[gamma])";x)

Inverse CDF (Quantile Function) LevyInv(P,sigma,[gamma]) =LevyInv(sigma;[gamma]) =DistInv("Levy(sigma;[gamma])";P)

Random Numbers LevyRand(sigma,[gamma]) =LevyRand(sigma;[gamma]) =DistRand("Levy(sigma;[gamma])")

Mode LevyMode(sigma,[gamma]) =DistMode("Levy(sigma;[gamma])")

The Options parameter is optional. Possible options: "gamma=value" (example: "gamma=0")
The gamma parameter is optional (the default value is 0).