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SciPy

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Left-skewed Lévy Distribution

Special case of Lévy-stable distribution with α=12 and β=1 the support is x<0 . In standard form

f(x)=1|x|2π|x|exp(12|x|)F(x)=2Φ(1|x|)1G(q)=[Φ1(q+12)]2.

No moments.

Implementation: scipy.stats.levy_l