Normal inverse Gaussian distribution

The probability density function for normal inverse Gaussian distribution is:

.. math::

f(x, a, b) = \frac{a \, K_1(a \sqrt{1 + x^2})}{\pi \sqrt{1 + x^2}} \,
                 \exp(\sqrt{a^2 - b^2} + b x)

where :math:a > 0, |b| \le a, :math:K_1 is the modified Bessel function of second kind.

The following plots show the pdf:

.. image:: ../../../../tests/imgs/stats/continuous/norminvgauss/norminvgausspdf.png :align: center :width: 480