RANDLEVY

RANDLEVY random variate from a Lévy distribution

Synopsis

RANDLEVY(c,α,β)

Arguments

c: parameter of the Lévy distribution

α: parameter of the Lévy distribution

β: parameter of the Lévy distribution, defaults to 0

Description

For α = 1, β=0, the Lévy distribution reduces to the Cauchy (or Lorentzian) distribution.

For α = 2, β=0, the Lévy distribution reduces to the normal distribution.

Note

If α ≤ 0 or α > 2, RANDLEVY returns #NUM! If β < -1 or β > 1, RANDLEVY returns #NUM!

See also

RAND.