You can do that as below :

Python code:

from odoo import models
class Lead(models.Model):
    _inherit = "crm.lead"

    def action_set_active(self):
        self.stage_id = self._stage_find(domain=[('name', '=', 'Active')]).id

    def action_set_inactive(self):
        self.stage_id = self._stage_find(domain=[('name', '=', 'Inactive')]).id

Inherited CRM Form view:

<record id="crm_lead_view_form_update" model="ir.ui.view">
    <field name="name">crm.lead.view.form.inherit.update</field>
    <field name="model">crm.lead</field>
    <field name="inherit_id" ref="crm.crm_lead_view_form"/>
    <field name="arch" type="xml">
        <xpath expr="//header" position="inside">
            <button name="action_set_active" string="Active" type="object" class="oe_highlight"  />
            <button name="action_set_inactive" string="Inactive" type="object" class="oe_highlight"  />
        </xpath>
    </field>
</record>