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Generalized Error Distribution

    Probability Density Function (PDF)
      EXPFORECASTStep3
    Cumulative Distribution Function (CDF)
      EXPFORECASTStep3
    where 𝛤(𝛽) is the Gamma function and 𝛾(𝑘, 𝑧) is the lower incomplete Gamma function.
    Range -∞ < 𝑥 < ∞
    Location parameter 𝜇
    Scale Parameter 𝛼 > 0
    Shape parameter 𝛽 > 0
    Notes: This is also known as the Exponential Power distribution or the Generalized Normal distribution.

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