This is documentation for an old release of SciPy (version 0.17.0). Read this page Search for this page in the documentation of the latest stable release (version 1.15.1).

Lévy Distribution

A special case of Lévy-stable distributions with $\alpha=\frac{1}{2}$ and $\beta=1$ . In standard form it is defined for $x>0$ as

$$\begin{eqnarray*} f\left(x\right) & = & \frac{1}{x\sqrt{2\pi x}}\exp\left(-\frac{1}{2x}\right)\\ F\left(x\right) & = & 2\left[1-\Phi\left(\frac{1}{\sqrt{x}}\right)\right]\\ G\left(q\right) & = & \left[\Phi^{-1}\left(1-\frac{q}{2}\right)\right]^{-2}.\end{eqnarray*}$$

It has no finite moments.

Implementation: scipy.stats.levy