where 𝜙(𝑥) and Φ(𝑥) are respectively the PDF and CDF of the standard normal distribution.
Range -𝜂 < 𝑥 < ∞
Location parameter, 𝜂, the mean
Scale parameter 𝜆 = 1
Shape1 parameter 𝛾
Shape2 parameter 𝛿 > 0