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scipy.stats.levy

scipy.stats.levy = <scipy.stats._continuous_distns.levy_gen object>[source]

A Levy continuous random variable.

As an instance of the rv_continuous class, levy 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_stable, levy_l

Notes

The probability density function for levy is:

levy.pdf(x) = 1 / (x * sqrt(2*pi*x)) * exp(-1/(2*x))

for x > 0.

This is the same as the Levy-stable distribution with a=1/2 and b=1.

The probability density above is defined in the “standardized” form. To shift and/or scale the distribution use the loc and scale parameters. Specifically, levy.pdf(x, loc, scale) is identically equivalent to levy.pdf(y) / scale with y = (x - loc) / scale.

Examples

>>> from scipy.stats import levy
>>> import matplotlib.pyplot as plt
>>> fig, ax = plt.subplots(1, 1)

Calculate a few first moments:

>>> mean, var, skew, kurt = levy.stats(moments='mvsk')

Display the probability density function (pdf):

>>> x = np.linspace(levy.ppf(0.01),
...                 levy.ppf(0.99), 100)
>>> ax.plot(x, levy.pdf(x),
...        'r-', lw=5, alpha=0.6, label='levy pdf')

Alternatively, the distribution object can be called (as a function) to fix the shape, location and scale parameters. This returns a “frozen” RV object holding the given parameters fixed.

Freeze the distribution and display the frozen pdf:

>>> rv = levy()
>>> ax.plot(x, rv.pdf(x), 'k-', lw=2, label='frozen pdf')

Check accuracy of cdf and ppf:

>>> vals = levy.ppf([0.001, 0.5, 0.999])
>>> np.allclose([0.001, 0.5, 0.999], levy.cdf(vals))
True

Generate random numbers:

>>> r = levy.rvs(size=1000)

And compare the histogram:

>>> ax.hist(r, normed=True, histtype='stepfilled', alpha=0.2)
>>> ax.legend(loc='best', frameon=False)
>>> plt.show()

(Source code)

../_images/scipy-stats-levy-1.png

Methods

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