Probability Density Function

Lévy distribution probability density function (PDF).

The probability density function (PDF) for a Lévy random variable is

where μ is the location parameter and c > 0 is the scale parameter.

Installation

npm install @stdlib/stats-base-dists-levy-pdf

Usage

var pdf = require( '@stdlib/stats-base-dists-levy-pdf' );

pdf( x, mu, c )

Evaluates the probability density function (PDF) for a Lévy distribution with parameters mu (location parameter) and c (scale parameter).

var y = pdf( 2.0, 0.0, 1.0 );
// returns ~0.11

y = pdf( -1.0, 4.0, 4.0 );
// returns 0.0

If provided NaN as any argument, the function returns NaN.

var y = pdf( NaN, 0.0, 1.0 );
// returns NaN

y = pdf( 0.0, NaN, 1.0 );
// returns NaN

y = pdf( 0.0, 0.0, NaN );
// returns NaN

If provided c <= 0, the function returns NaN.

var y = pdf( 2.0, 0.0, -1.0 );
// returns NaN

y = pdf( 2.0, 0.0, 0.0 );
// returns NaN

pdf.factory( mu, c )

Returns a function for evaluating the probability density function (PDF) of a Lévy distribution with parameters mu (location parameter) and c (scale parameter).

var mypdf = pdf.factory( 10.0, 2.0 );

var y = mypdf( 11.0 );
// returns ~0.208

y = mypdf( 20.0 );
// returns ~0.016

Examples

var randu = require( '@stdlib/random-base-randu' );
var EPS = require( '@stdlib/constants-float64-eps' );
var pdf = require( '@stdlib/stats-base-dists-levy-pdf' );

var mu;
var c;
var x;
var y;
var i;

for ( i = 0; i < 10; i++ ) {
    mu = randu() * 10.0;
    x = ( randu()*10.0 ) + mu;
    c = ( randu()*10.0 ) + EPS;
    y = pdf( x, mu, c );
    console.log( 'x: %d, µ: %d, c: %d, f(x;µ,c): %d', x, mu, c, y );
}

Notice

This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.

For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.

Community

License

See LICENSE.

Copyright

Copyright © 2016-2024. The Stdlib Authors.