def test_characteristic_function():
X = Uniform('x', 0, 1)
cf = characteristic_function(X)
assert cf(1) == -I * (-1 + exp(I))
Y = Normal('y', 1, 1)
cf = characteristic_function(Y)
assert cf(0) == 1
assert cf(1) == exp(I - S.Half)
Z = Exponential('z', 5)
cf = characteristic_function(Z)
assert cf(0) == 1
assert cf(1).expand() == Rational(25, 26) + I * Rational(5, 26)
X = GaussianInverse('x', 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == exp(1 - sqrt(1 - 2 * I))
X = ExGaussian('x', 0, 1, 1)
cf = characteristic_function(X)
assert cf(0) == 1
assert cf(1) == (1 + I) * exp(Rational(-1, 2)) / 2
L = Levy('x', 0, 1)
cf = characteristic_function(L)
assert cf(0) == 1
assert cf(1) == exp(-sqrt(2) * sqrt(-I))
def test_levy():
mu = Symbol("mu", real=True)
c = Symbol("c", positive=True)
X = Levy('x', mu, c)
assert X.pspace.domain.set == Interval(mu, oo)
assert density(X)(x) == sqrt(c/(2*pi))*exp(-c/(2*(x - mu)))/((x - mu)**(S.One + S.Half))
assert cdf(X)(x) == erfc(sqrt(c/(2*(x - mu))))
mu = Symbol("mu", real=False)
raises(ValueError, lambda: Levy('x',mu,c))
c = Symbol("c", nonpositive=True)
raises(ValueError, lambda: Levy('x',mu,c))
mu = Symbol("mu", real=True)
raises(ValueError, lambda: Levy('x',mu,c))