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BUILT-IN MATHEMATICA SYMBOL
VarianceGammaDistribution
VarianceGammaDistribution[
, 
, 
, 
]
represents a variance-gamma distribution with location parameter , skewness parameter and shape parameters and .
Details
- The probability density for value
in a variance-gamma distribution is proportional to ![TemplateBox[{{x, -, mu}}, Abs]^(lambda-1/2) exp(beta (x-mu)) TemplateBox[{{lambda, -, {1, /, 2}}, {alpha, , TemplateBox[{{x, -, mu}}, Abs]}}, BesselK]](Files/VarianceGammaDistribution.en/3.png "TemplateBox[{{x, -, mu}}, Abs]^(lambda-1/2) exp(beta (x-mu)) TemplateBox[{{lambda, -, {1, /, 2}}, {alpha, , TemplateBox[{{x, -, mu}}, Abs]}}, BesselK]")
. - VarianceGammaDistribution allows and to be any positive real numbers, any real number, and a real number such that
. - VarianceGammaDistribution can be used with such functions as Mean, CDF, and RandomVariate.
New in 9
