SciPy

scipy.stats.levy_stable

scipy.stats.levy_stable = <scipy.stats._continuous_distns.levy_stable_gen object>[source]

A Levy-stable continuous random variable.

As an instance of the rv_continuous class, levy_stable object inherits from it a collection of generic methods (see below for the full list), and completes them with details specific for this particular distribution.

See also

levy, levy_l

Notes

Levy-stable distribution (only random variates available – ignore other docs)

Methods

rvs(alpha, beta, loc=0, scale=1, size=1, random_state=None) Random variates.
pdf(x, alpha, beta, loc=0, scale=1) Probability density function.
logpdf(x, alpha, beta, loc=0, scale=1) Log of the probability density function.
cdf(x, alpha, beta, loc=0, scale=1) Cumulative distribution function.
logcdf(x, alpha, beta, loc=0, scale=1) Log of the cumulative distribution function.
sf(x, alpha, beta, loc=0, scale=1) Survival function (also defined as 1 - cdf, but sf is sometimes more accurate).
logsf(x, alpha, beta, loc=0, scale=1) Log of the survival function.
ppf(q, alpha, beta, loc=0, scale=1) Percent point function (inverse of cdf — percentiles).
isf(q, alpha, beta, loc=0, scale=1) Inverse survival function (inverse of sf).
moment(n, alpha, beta, loc=0, scale=1) Non-central moment of order n
stats(alpha, beta, loc=0, scale=1, moments='mv') Mean(‘m’), variance(‘v’), skew(‘s’), and/or kurtosis(‘k’).
entropy(alpha, beta, loc=0, scale=1) (Differential) entropy of the RV.
fit(data, alpha, beta, loc=0, scale=1) Parameter estimates for generic data.
expect(func, args=(alpha, beta), loc=0, scale=1, lb=None, ub=None, conditional=False, **kwds) Expected value of a function (of one argument) with respect to the distribution.
median(alpha, beta, loc=0, scale=1) Median of the distribution.
mean(alpha, beta, loc=0, scale=1) Mean of the distribution.
var(alpha, beta, loc=0, scale=1) Variance of the distribution.
std(alpha, beta, loc=0, scale=1) Standard deviation of the distribution.
interval(alpha, alpha, beta, loc=0, scale=1) Endpoints of the range that contains alpha percent of the distribution

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