p ( z k ∣ z 1 : k − 1 ) = 2 e θ x h / σ 2 h ν 2 π σ Γ ( h ν ) ( x h 2 2 σ 2 / ν + θ 2 ) h 2 ν − 1 4 K h ν − 1 2 ( 1 σ 2 x h 2 ( 2 σ 2 / ν + θ 2 ) ) {\displaystyle p(z_{k}\mid z_{1:k-1})={\frac {2e^{\theta x_{h}/\sigma ^{2}}}{{\frac {h}{\nu }}{\sqrt {2\pi \sigma }}\,\Gamma \!\left({\frac {h}{\nu }}\right)}}\left({\frac {x_{h}^{2}}{2\sigma ^{2}/\nu +\theta ^{2}}}\right)^{{\frac {h}{2\nu }}-{\frac {1}{4}}}K_{{\frac {h}{\nu }}-{\frac {1}{2}}}\!\left({\frac {1}{\sigma ^{2}}}{\sqrt {x_{h}^{2}\!\left(2\sigma ^{2}/\nu +\theta ^{2}\right)}}\right)}
