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Math Help - derivation of levy distribution pdf

  1. #1
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    derivation of levy distribution pdf

    Hi all

    Does anyone know of a web page, or is anyone able to provide the derivation of the levy distribution pdf? If so help would be great please.



    Thank you

    Alek
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  2. #2
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    Quote Originally Posted by factfinder View Post
    Hi all

    Does anyone know of a web page, or is anyone able to provide the derivation of the levy distribution pdf? If so help would be great please.



    Thank you

    Alek
    I suppose you've read these ....?

    http://ocw.mit.edu/NR/rdonlyres/7D52...22_neville.pdf

    http://www.zpr.uni-koeln.de/~filippo...ics/node2.html

    Of passing interest? http://www.physics.ucsb.edu/~cgwinn/levy/levy.html
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  3. #3
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    Thanks Mr Fantastic.

    Looking at the MIT notes I do not quite follow between steps 3 to 5 and how the new variable is used and what it represents. Then I get back on track with the separable equation (though we've seemingly divided by a_m for step 6 when it was within a function? or am I reading that wrong). Then steps 17 and 19 throw throw me out of kilter again. What is going on for these areas?
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