一般化双曲型分布
1. Generalised hyperbolic distributionThe generalised hyperbolic distribution (GH) is a continuous probability distribution defined as the normal variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution. Its probability density function (see the box) is given in terms of modified Bessel function of the second kind, denoted by .
Read “Generalised hyperbolic distribution” on English Wikipedia
Read “一般化双曲型分布” on Japanese Wikipedia
Read “Generalised hyperbolic distribution” on DBpedia
Read “Generalised hyperbolic distribution” on English Wikipedia
Read “一般化双曲型分布” on Japanese Wikipedia
Read “Generalised hyperbolic distribution” on DBpedia
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