`scipy.stats._continuous_distns:geninvgauss_gen`

Signature

class geninvgauss_gen(momtype = 1, a = None, b = None, xtol = 1e-14, badvalue = None, name = None, longname = None, shapes = None, seed = None)

A Generalized Inverse Gaussian continuous random variable.

%(before_notes)s

The probability density function for geninvgauss is:

f (x, p, b) = x^{p - 1} exp (- b (x + 1/ x) /2) / (2 K_{p} (b))

where x > 0, p is a real number and b > 0(^[1]). $K_{p}$ is the modified Bessel function of second kind of order p (scipy.special.kv).

%(after_notes)s

The inverse Gaussian distribution stats.invgauss(mu) is a special case of geninvgauss with p = -1/2, b = 1 / mu and scale = mu.

Generating random variates is challenging for this distribution. The implementation is based on ^[2].