427 B
427 B
Landau PDF
Pathological probability distribution
Because of its fat tail:
\begin{align*} E[x] &\longrightarrow + \infty \ V[x] &\longrightarrow + \infty \end{align*}
No closed form for parameters.
Landau median
The median of a PDF is defined as:
Q_L(x) = \frac{1}{2}
- CDF computed by numerical integration,
- QDF computed by numerical root-finding (Brent)
hence:
m_L = 1.3557804...
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