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 |