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SciPy

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Johnson SU Distribution

Defined for all x with two shape parameters a and b>0 .

f(x;a,b)=bx2+1ϕ(a+blog(x+x2+1))F(x;a,b)=Φ(a+blog(x+x2+1))G(q;a,b)=sinh[Φ1(q)ab]

Implementation: scipy.stats.johnsonsu