Although I am completely aware they are simple functions I'd like to upload them because I noticed this distribution is not implemented by default and it could be useful for modelling logreturns distribution.
Cite As
AV (2026). Generalized Error Distribution functions (https://www.mathworks.com/matlabcentral/fileexchange/57283-generalized-error-distribution-functions), MATLAB Central File Exchange. Retrieved .
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- AI and Statistics > Statistics and Machine Learning Toolbox > Probability Distributions and Hypothesis Tests > Continuous Distributions > Inverse Gaussian Distribution >
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