analistica/slides/sections/2.md

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Landau PDF

A pathological 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(m) = \frac{1}{2}

. . .

  • CDF computed by numerical integration,
  • QDF computed by numerical root-finding (Brent)

  m_L = 1.3557804...

Landau mode

  • Maxmimum \quad \Longrightarrow \quad \partial_x M(\mu) = 0,
  • Computed by numerical minimization (Brent)

  \mu_L =  0.22278...

Landau FWHM


  \text{FWHM} = x_+ - x_- \with L(x_{\pm})
              = \frac{L_{\text{max}}}{2} = \frac{L(\mu_L)}{2}
  • Computed numerically (Brent)

  \text{FWHM}_L = 4.018645...