Generalized normal distribution

The probability density function for the generalized normal distribution is:

.. math::

f(x, \beta) = \frac{\beta}{2 \Gamma(1/\beta)} \exp(-|x|^\beta)

where :math:\Gamma is the gamma function.

The following plots show the pdf and cdf:

.. image:: ../../../../tests/imgs/stats/continuous/gennorm/gennormpdf.png :align: center :width: 480

.. image:: ../../../../tests/imgs/stats/continuous/gennorm/gennormcdf.png :align: center :width: 480