Distribution

Specification

Parameters

Generalized Beta (GB)

a controls peakedness

b is a scale parameter

c domain

p, q shape parameters

Exponential Generalized Beta (EGB)

m controls location

is a scale parameters

c defines the domain

p, q are shape parameters

Skewed Generalized T (SGT)

m = mode (location parameter)

p, q = shape parameters (tail thickness, moments of order < pq = df)

Domain:

Inverse Hyperbolic Sine (IHS)

Where:

and

Domain:

g-and-h

Where:

g > 0 allows for skewness

h > 0 allows for thick tails