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一般化双曲型分布
Wikipedia definition
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
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Read “Generalised hyperbolic distribution” on DBpedia

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