The Levy Distribution

Usage

dlevy(y, m, s)
plevy(q, m, s)

Arguments

y vector of responses.
q vector of quantiles.
m vector of location parameters.
s vector of dispersion parameters.

Description

These functions provide information about the Levy distribution with location parameter equal to m and dispersion equal to s. dlevy gives the density, plevy gives the distribution function.

The Levy distribution has density

f(y) = sqrt(s/(2 pi (y-m)^3)) exp(-s/(2 (y-m)))

where m is the location parameter of the distribution and s is the dispersion, and y>m.

Author(s)

J.K. Lindsey

See Also

dnorm for the normal distribution and dcauchy for the Cauchy distribution, two other stable distributions.

Examples

dlevy(5, 2, 1)
plevy(5, 2, 1)


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