**Variance-gamma distribution - Wikipedia**
https://en.wikipedia.org/wiki/Variance-gamma_distribution

The variance-gamma distribution, generalized Laplace distribution or Bessel function distribution is a continuous probability distribution that is defined as the normal variance-mean mixture where the mixing density is the gamma distribution. The tails of the distribution decrease more slowly than the normal distribution. It is therefore suitable to model phenomena where numerically large values are more probable than is the case for the normal distribution. Examples are returns fro… Support: x, ∈, (, −, ∞, +, ∞, ), {\displaystyle x\in (-\infty ;+\infty )\!} Mean: μ, +, 2, β, λ, /, γ, 2, {\displaystyle \mu +2\beta \lambda /\gamma ^{2}} Variance: 2, λ, (, 1, +, 2, β, 2, /, γ, 2, ), /, γ, 2, {\displaystyle 2\lambda (1+2\beta ^{2}/\gamma ^{2})/\gamma ^{2}}

**Support:** x, ∈, (, −, ∞, +, ∞, ), {\displaystyle x\in (-\infty ;+\infty )\!}

**Mean:** μ, +, 2, β, λ, /, γ, 2, {\displaystyle \mu +2\beta \lambda /\gamma ^{2}}

**Variance:** 2, λ, (, 1, +, 2, β, 2, /, γ, 2, ), /, γ, 2, {\displaystyle 2\lambda (1+2\beta ^{2}/\gamma ^{2})/\gamma ^{2}}

**DA:** 35 **PA:** 10 **MOZ Rank:** 84