Levy distribution

The probability density function for Levy distribution is:

.. math::

f(x) = \frac{1}{\sqrt{2\pi x^3}} \exp\left(-\frac{1}{2x}\right)

for a real number :math:x > 0.

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/levy/levypdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/levy/levycdf.png :align: center :width: 480