VarianceGammaDistribution

VarianceGammaDistribution[λ,α,β,μ]
represents a variancegamma distribution with location parameter μ, skewness parameter β and shape parameters λ and α.

DetailsDetails

ExamplesExamplesopen allclose all

Basic Examples  (4)Basic Examples  (4)

Probability density function:

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Cumulative distribution function:

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Mean and variance:

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Median is available numerically:

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Introduced in 2012
(9.0)