In probability theory and statistics, the generalized inverse Gaussian distribution is a three-parameter family of continuous probability distributions with probability density function f = p / 2 2 K p x e − / 2, x > 0, {\displaystyle f={\frac {^{p/2}}{2K_{p}}}x^{}e^{-/2},\qquad x>0,} where Kp is a modified Bessel function of the second kind, a > 0, b > 0 and p a real parameter. Wikipedia