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Lévy distribution Calculator

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Calculates the probability density function and lower and upper cumulative distribution functions of the Lévy distribution.


percentile x	x≧μ
location parameter μ
scale parameter c	c＞0

\(\normalsize Lévy\ distribution\ f(x,\mu,c)\\
(1)\ probability\ density\\
\hspace{30px}f(x,\mu,c)= \sqrt{\frac{c}{2\pi}} \exp \left[ {-\frac{c}{2(x-\mu)}} \right] (x-\mu)^{-\frac{3}{2}}\\
(2)\ lower\ cumulative\ distribution\\
\hspace{30px}P(x,\mu,c)={\large\int_{\small 0}^{\small x}}f(t,\mu,c)dt=erfc(\sqrt{c/2(x-\mu)})\\
(3)\ upper\ cumulative\ distribution\\
\hspace{30px}Q(x,\mu,c)={\large\int_{\small x}^{\small\infty}}f(t,\mu,c)dt\\
\)

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The hyperlink to [Lévy distribution]: <a href="https://keisan.casio.com/exec/system/15704998139124">Lévy distribution Calculator</a>

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