Generalized inverse Gaussian distribution
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This was extensively used by Herbert Sichel.
The p.d.f. of so-called GIG is:
f(x) = C1 x^(-p-1) exp(-(ax + b/x)/2)
It is used extensively in geostatistics, statistical linguistics, finance, etc.
(This article will continue to be developed, by reference to the Normal Distribution, etc.
(Can anyone tell me how to make sure the entry for Sichel Distribution will divert through to here?)