# Generalized Inverse Gaussian Distribution¶

The probability density function is given by:

\begin{eqnarray*} f(x; p, b) = x^{p-1} \exp(-b(x + 1/x)/2) / (2 K_p(b)), \end{eqnarray*}

where $$x > 0$$ is a real number and the parameters $$p, b$$ satisfy $$b > 0$$. $$K_v$$ is the modified Bessel function of second kind of order $$v$$ (scipy.special.kv).

If X is geninvgauss(p, b), then the distribution of 1/X is geninvgauss(-p, b). The inverse Gaussian distribution (scipy.stats.invgauss) is a special case with p=-1/2.

Implementation: scipy.stats.geninvgauss

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