@stdlib/stats/base/dists/levy/ctor/README.md

Standard library statistical functions.

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# Lévy

> Lévy distribution constructor.

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## Usage

```javascript
var Levy = require( '@stdlib/stats/base/dists/levy/ctor' );
```

#### Levy( \[mu, c] )

Returns a [Lévy][levy-distribution] distribution object.

```javascript
var levy = new Levy();

var median = levy.median;
// returns ~2.198
```

By default, `mu = 0.0` and `c = 1.0`. To create a distribution having a different `mu` (location parameter) and `c` (scale parameter), provide the corresponding arguments.

```javascript
var levy = new Levy( 2.0, 4.0 );

var median = levy.median;
// returns ~10.792
```

* * *

## levy

A [Lévy][levy-distribution] distribution object has the following properties and methods...

### Writable Properties

#### levy.mu

Location parameter of the distribution.

```javascript
var levy = new Levy();

var mu = levy.mu;
// returns 0.0

levy.mu = 3.0;

mu = levy.mu;
// returns 3.0
```

#### levy.c

Scale parameter of the distribution. `c` **must** be a positive number.

```javascript
var levy = new Levy( 2.0, 4.0 );

var c = levy.c;
// returns 4.0

levy.c = 3.0;

c = levy.c;
// returns 3.0
```

* * *

### Computed Properties

#### Levy.prototype.entropy

Returns the [differential entropy][entropy].

```javascript
var levy = new Levy( 4.0, 12.0 );

var entropy = levy.entropy;
// returns ~5.809
```

#### Levy.prototype.mean

Returns the [expected value][expected-value].

```javascript
var levy = new Levy( 4.0, 12.0 );

var mu = levy.mean;
// returns Infinity
```

#### Levy.prototype.median

Returns the [median][median].

```javascript
var levy = new Levy( 4.0, 12.0 );

var median = levy.median;
// returns ~30.377
```

#### Levy.prototype.mode

Returns the [mode][mode].

```javascript
var levy = new Levy( 4.0, 12.0 );

var mode = levy.mode;
// returns 8.0
```

#### Levy.prototype.stdev

Returns the [standard deviation][standard-deviation].

```javascript
var levy = new Levy( 4.0, 12.0 );

var s = levy.stdev;
// returns Infinity
```

#### Levy.prototype.variance

Returns the [variance][variance].

```javascript
var levy = new Levy( 4.0, 12.0 );

var s2 = levy.variance;
// returns Infinity
```

* * *

### Methods

#### Levy.prototype.cdf( x )

Evaluates the [cumulative distribution function][cdf] (CDF).

```javascript
var levy = new Levy( 2.0, 4.0 );

var y = levy.cdf( 2.5 );
// returns ~0.005
```

#### Levy.prototype.logcdf( x )

Evaluates the natural logarithm of the [cumulative distribution function][cdf] (CDF).

```javascript
var levy = new Levy( 2.0, 4.0 );

var y = levy.logcdf( 2.5 );
// returns ~-5.365
```

#### Levy.prototype.logpdf( x )

Evaluates the natural logarithm of the [probability density function][pdf] (PDF).

```javascript
var levy = new Levy( 2.0, 4.0 );

var y = levy.logpdf( 2.2 );
// returns ~-7.812
```

#### Levy.prototype.pdf( x )

Evaluates the [probability density function][pdf] (PDF).

```javascript
var levy = new Levy( 2.0, 4.0 );

var y = levy.pdf( 2.5 );
// returns ~0.041
```

#### Levy.prototype.quantile( p )

Evaluates the [quantile function][quantile-function] at probability `p`.

```javascript
var levy = new Levy( 2.0, 4.0 );

var y = levy.quantile( 0.5 );
// returns ~10.792

y = levy.quantile( 1.9 );
// returns NaN
```

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* * *

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## Examples

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```javascript
var Levy = require( '@stdlib/stats/base/dists/levy/ctor' );

var levy = new Levy( 2.0, 4.0 );

var mean = levy.mean;
// returns Infinity

var median = levy.median;
// returns ~10.792

var s2 = levy.variance;
// returns Infinity

var y = levy.cdf( 20.0 );
// returns ~0.637
```

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[levy-distribution]: https://en.wikipedia.org/wiki/L%C3%A9vy_distribution

[cdf]: https://en.wikipedia.org/wiki/Cumulative_distribution_function

[pdf]: https://en.wikipedia.org/wiki/Probability_density_function

[quantile-function]: https://en.wikipedia.org/wiki/Quantile_function

[entropy]: https://en.wikipedia.org/wiki/Entropy_%28information_theory%29

[expected-value]: https://en.wikipedia.org/wiki/Expected_value

[median]: https://en.wikipedia.org/wiki/Median

[mode]: https://en.wikipedia.org/wiki/Mode_%28statistics%29

[standard-deviation]: https://en.wikipedia.org/wiki/Standard_deviation

[variance]: https://en.wikipedia.org/wiki/Variance

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