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alchetron.com
Generalized inverse Gaussian distribution - Alchetron, the free social encyclopedia
In probability theory and statistics, the generalized inverse Gaussian distribution (GIG) is a threeparameter family of continuous probability distributions with probability density function f ( x ) ( a b ) p 2 2 K p ( a b ) x ( p 1 ) e ( a x b x ) 2 , x 0 , where Kp is a modified
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