Generalized Normal Distribution#
This distribution is also known as the exponential power distribution. It has a single shape parameter . It reduces to a number of common distributions.
Functions#
is the lower incomplete gamma function. .
Moments#
Special Cases#
Laplace distribution ()
Normal distribution with ()
Uniform distribution over the interval ()
Sources#
https://en.wikipedia.org/wiki/Generalized_normal_distribution#Version_1
https://en.wikipedia.org/wiki/Incomplete_gamma_function#Lower_incomplete_Gamma_function
Implementation: scipy.stats.gennorm