where z = (𝑥 - 𝜂)/𝜆 and Φ(𝑥) is the CDF of the standard normal distribution.
Range 𝜂 < 𝑥 < 𝜂 + 𝜆
Location parameter, 𝜂, the mean
Scale parameter 𝜆 > 0
Shape1 parameter 𝛾
Shape2 parameter 𝛿 > 0