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Reference.org
Generalised hyperbolic distribution
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<p>The generalised hyperbolic distribution (GH) is a <a href="/facts/Continuous_probability_distribution/EpsKKVRu">continuous probability distribution</a> defined as the <a href="/facts/Normal_variance-mean_mixture/oJrgyWKW">normal variance-mean mixture</a> where the mixing distribution is the <a href="/facts/Generalized_inverse_Gaussian_distribution/7tdENlkE">generalized inverse Gaussian distribution</a> (GIG). Its <a href="/facts/Probability_density_function/zvfybna4">probability density function</a> (see the box) is given in terms of <a href="/facts/Modified_Bessel_function/hSyvFPqC">modified Bessel function of the second kind</a>, denoted by K λ {\displaystyle K_{\lambda }} . It was introduced by <a href="/facts/Ole_Barndorff-Nielsen/1Xr71bYs">Ole Barndorff-Nielsen</a>, who studied it in the context of physics of <a href="/facts/Aeolian_processes/HpjdrW4l">wind-blown sand</a>. </p>