`scipy.stats._continuous_distns:geninvgauss_gen`

source: /scipy/stats/_continuous_distns.py :5149

Signature

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

Members

Summary

A Generalized Inverse Gaussian continuous random variable.

Extended Summary

%(before_notes)s

Notes

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].

Aliases

scipy.stats._continuous_distns.geninvgauss_gen