I am looking for more information (e.g., reference, the CDF and descriptive stats) about a four-parameter skewed generalized Gaussian (SGG) distribution. I have come across the PDF for this distribution, but with no reference and not a lot of other information. Here is a snippet...(adsbygoogle = window.adsbygoogle || []).push({});

On Wikipedia, there are two forms of three parameter generalized Gaussian distributions (http://en.wikipedia.org/wiki/Generalized_normal_distribution). One that controls kurtosis, the other, essentially, skewness.

I'm wondering if anyone here can point me in the right direction for sourcing this PDF and more information about it (e.g., the CDF and descriptive stats).

Cheers

Geo101

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# Skewed Generalized Gaussian Distribution

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