LevyDistribution Class 
Namespace: Accord.Statistics.Distributions.Univariate
The LevyDistribution type exposes the following members.
Name  Description  

LevyDistribution 
Constructs a new LevyDistribution
with zero location and unit scale.
 
LevyDistribution(Double) 
Constructs a new LevyDistribution in
the given location and with unit scale.
 
LevyDistribution(Double, Double) 
Constructs a new LevyDistribution in the
given location and scale.

Name  Description  

Entropy 
Gets the entropy for this distribution.
(Overrides UnivariateContinuousDistributionEntropy.)  
Location 
Gets the location μ (mu) for this distribution.
 
Mean 
Gets the mean for this distribution, which for
the Levy distribution is always positive infinity.
(Overrides UnivariateContinuousDistributionMean.)  
Median 
Gets the median for this distribution.
(Overrides UnivariateContinuousDistributionMedian.)  
Mode 
Gets the mode for this distribution.
(Overrides UnivariateContinuousDistributionMode.)  
Quartiles 
Gets the Quartiles for this distribution.
(Inherited from UnivariateContinuousDistribution.)  
Scale 
Gets the location c for this distribution.
 
StandardDeviation 
Gets the Standard Deviation (the square root of
the variance) for the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Support 
Gets the support interval for this distribution.
(Overrides UnivariateContinuousDistributionSupport.)  
Variance 
Gets the variance for this distribution, which for
the Levy distribution is always positive infinity.
(Overrides UnivariateContinuousDistributionVariance.) 
Name  Description  

Clone 
Creates a new object that is a copy of the current instance.
(Overrides DistributionBaseClone.)  
ComplementaryDistributionFunction 
Gets the complementary cumulative distribution function
(ccdf) for this distribution evaluated at point x.
This function is also known as the Survival function.
(Inherited from UnivariateContinuousDistribution.)  
CumulativeHazardFunction 
Gets the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
DistributionFunction(Double) 
Gets the cumulative distribution function (cdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionDistributionFunction(Double).)  
DistributionFunction(Double, Double) 
Gets the cumulative distribution function (cdf) for this
distribution in the semiclosed interval (a; b] given as
P(a < X ≤ b).
(Inherited from UnivariateContinuousDistribution.)  
Equals  Determines whether the specified object is equal to the current object. (Inherited from Object.)  
Finalize  Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.)  
Fit(Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Double, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Fit(Double, Int32, IFittingOptions) 
Fits the underlying distribution to a given set of observations.
(Inherited from UnivariateContinuousDistribution.)  
Generate 
Generates a random observation from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
Generate(Int32, Double) 
Generates a random vector of observations from the current distribution.
(Inherited from UnivariateContinuousDistribution.)  
GetHashCode  Serves as the default hash function. (Inherited from Object.)  
GetRange 
Gets the distribution range within a given percentile.
(Inherited from UnivariateContinuousDistribution.)  
GetType  Gets the Type of the current instance. (Inherited from Object.)  
HazardFunction 
Gets the hazard function, also known as the failure rate or
the conditional failure density function for this distribution
evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
InverseDistributionFunction 
Gets the inverse of the cumulative distribution function (icdf) for
this distribution evaluated at probability p. This function
is also known as the Quantile function.
(Overrides UnivariateContinuousDistributionInverseDistributionFunction(Double).)  
LogCumulativeHazardFunction 
Gets the log of the cumulative hazard function for this
distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
LogProbabilityDensityFunction 
Gets the logprobability density function (pdf) for
this distribution evaluated at point x.
(Inherited from UnivariateContinuousDistribution.)  
MemberwiseClone  Creates a shallow copy of the current Object. (Inherited from Object.)  
ProbabilityDensityFunction 
Gets the probability density function (pdf) for
this distribution evaluated at point x.
(Overrides UnivariateContinuousDistributionProbabilityDensityFunction(Double).)  
QuantileDensityFunction 
Gets the first derivative of the
inverse distribution function (icdf) for this distribution evaluated
at probability p.
(Inherited from UnivariateContinuousDistribution.)  
ToString 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(IFormatProvider) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String) 
Returns a String that represents this instance.
(Inherited from DistributionBase.)  
ToString(String, IFormatProvider) 
Returns a String that represents this instance.
(Overrides DistributionBaseToString(String, IFormatProvider).) 
Name  Description  

HasMethod 
Checks whether an object implements a method with the given name.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by ExtensionMethods.)  
ToT  Overloaded.
Converts an object into another type, irrespective of whether
the conversion can be done at compile time or not. This can be
used to convert generic types to numeric types during runtime.
(Defined by Matrix.) 
In probability theory and statistics, the Lévy distribution, named after Paul Lévy, is a continuous probability distribution for a nonnegative random variable. In spectroscopy, this distribution, with frequency as the dependent variable, is known as a van der Waals profile. It is a special case of the inversegamma distribution.
It is one of the few distributions that are stable and that have probability density functions that can be expressed analytically, the others being the normal distribution and the Cauchy distribution. All three are special cases of the stable distributions, which do not generally have a probability density function which can be expressed analytically.
References:
This examples shows how to create a Lévy distribution and how to compute some of its measures and properties.
// Create a new Lévy distribution on 1 with scale 4.2: var levy = new LevyDistribution(location: 1, scale: 4.2); double mean = levy.Mean; // +inf double median = levy.Median; // 10.232059220934481 double mode = levy.Mode; // NaN double var = levy.Variance; // +inf double cdf = levy.DistributionFunction(x: 1.4); // 0.0011937454448720029 double pdf = levy.ProbabilityDensityFunction(x: 1.4); // 0.016958939623898304 double lpdf = levy.LogProbabilityDensityFunction(x: 1.4); // 4.0769601727487803 double ccdf = levy.ComplementaryDistributionFunction(x: 1.4); // 0.99880625455512795 double icdf = levy.InverseDistributionFunction(p: cdf); // 1.3999999 double hf = levy.HazardFunction(x: 1.4); // 0.016979208476674869 double chf = levy.CumulativeHazardFunction(x: 1.4); // 0.0011944585265140923 string str = levy.ToString(CultureInfo.InvariantCulture); // Lévy(x; μ = 1, c = 4.2)