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https://issues.apache.org/jira/browse/MATH-460?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13291723#comment-13291723
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Sébastien Brisard commented on MATH-460:
----------------------------------------
As far as I understood from offline exchanges, there was a slight confusion
between
* classical Levy distributions (which I believe would be fairly easy to
implement),
* Levy alpha-stable distributions, which are more involved.
My understanding is that Andrew wanted to have a go with the latter, but gave
up. He also told me that he would probably not have time to implemented the
former. So feel free to do it!
> Levy Distribution
> -----------------
>
> Key: MATH-460
> URL: https://issues.apache.org/jira/browse/MATH-460
> Project: Commons Math
> Issue Type: New Feature
> Reporter: Pavel Ryzhov
> Assignee: Mikkel Meyer Andersen
> Priority: Minor
> Fix For: 3.1
>
> Attachments: levy_math_460.patch
>
>
> Pretty straightforward implementation of Levy Distribution (not Levy
> alpha-stable) according to http://en.wikipedia.org/wiki/Lévy_distribution.
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