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ecld_pdf

Function ecld_pdf 

Source
pub fn ecld_pdf(x: f64, mu: f64, sigma: f64, lambda: f64) -> f64
Expand description

PDF of the symmetric lambda distribution (ecld / generalized normal).

pdf(x) = (β / (2σ Γ(1/β))) exp(-|(x-μ)/σ|^β) where β = 2/λ. λ=1 delegates to the standard normal density for bit-identical Gaussian parity.