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Generalized Inverse Gaussian Distribution

docs/tutorial:stats:continuous_geninvgauss

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