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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)=−[Φ−1(q+12)]−2.
No moments.
Implementation: scipy.stats.levy_l