--- jupytext: text_representation: extension: .md format_name: myst kernelspec: display_name: Python 3 language: python name: python3 --- # Moyal Distribution [Univariate](../../gallery_tags.rst#univariate), [Continuous](../../gallery_tags.rst#continuous), [Asymmetric](../../gallery_tags.rst#asymmetric), [Unbounded](../../gallery_tags.rst#unbounded), [Light-tailed](../../gallery_tags.rst#light-tailed) The Moyal distribution is a continuous probability distribution that was proposed by the physicist J. E. Moyal in 1955 as an approximation to the [Landau distribution](https://en.wikipedia.org/wiki/Landau_distribution). The Moyal distribution is characterized by two parameters: the location parameter $\mu$ and the scale parameter $\sigma$. The Moyal distribution is used in high-energy physics to model the energy loss, and the number of ion pairs produced, by ionization for fast charged particles. ## Key properties and parameters ```{eval-rst} ======== ============================================================== Support :math:`x \in (-\infty, \infty)` Mean :math:`\mu + \sigma\left(\gamma + \log 2\right)`, where :math:`\gamma` is the `Euler-Mascheroni constant `_ Variance :math:`\frac{\pi^{2}}{2}\sigma^{2}` ======== ============================================================== ``` **Parameters:** - $\mu$ (loc): The location parameter. - $\sigma$ (scale): The scale parameter. ### Probability Density Function (PDF) $$ f(x|\mu, \sigma) = \frac{1}{\sqrt{2\pi}\sigma}e^{-\frac{1}{2}\left(z + e^{-z}\right)} $$ where $z = \frac{x - \mu}{\sigma}$. ```{code-cell} --- tags: [remove-input] mystnb: image --- import matplotlib.pyplot as plt from preliz import Moyal, style style.use('preliz-doc') mus = [-1., 0., 4.] sigmas = [2., 1., 4.] for mu, sigma in zip(mus, sigmas): Moyal(mu, sigma).plot_pdf(support=(-10,20)) ``` ### Cumulative Distribution Function (CDF) $$ F(x; \mu, \sigma) = 1 - \text{erf}\left( \frac{e^{-z}}{\sqrt{2}} \right) $$ where [erf](https://en.wikipedia.org/wiki/Error_function) is the error function and $z = \frac{x - \mu}{\sigma}$. ```{code-cell} --- tags: [remove-input] mystnb: image --- for mu, sigma in zip(mus, sigmas): Moyal(mu, sigma).plot_cdf(support=(-10,20)) ``` ```{seealso} :class: seealso **Related Distributions:** - [Gamma](gamma.md) - The Moyal distribution is a transformation of the Gamma distribution. - [LogNormal](log_normal.md) - The LogNormal distribution is also used sometimes as an approximation to the Landau distribution. It is suitable for modeling positive and right-skewed data. ``` ## References - [SciPy Moyal Distribution](https://docs.scipy.org/doc/scipy/reference/generated/scipy.stats.moyal.html) - [Wolfram Moyal Distribution](https://reference.wolfram.com/language/ref/MoyalDistribution.html)