{2 K_p(\sqrt{ab})} x^{(p-1)} e^{-(ax + b/x)/2}</math>_In probability theory and statistics, the generalized inverse Gaussian distribution (GIG) is a three-parameter family of continuous probability distributions with probability density function:formula_6where "Kp" is a modified Bessel function of the second kind, "a" > 0, "b" > 0 and "p" a real parameter.
{2 K_p(\sqrt{ab})} x^{(p-1)} e^{-(ax + b/x)/2}</math>_:formula_2* Gérard Letac and Vanamamalai Seshadri، " A characterization of the generalized inverse Gaussian distribution by continued fractions"، Probability Theory and Related Fields, Vol 62 (1983)، pp.