MeixnerDistribution

MeixnerDistribution[a, b, m, d] represents a Meixner distribution with location parameter m, scale parameter a, skew parameter b, and shape parameter d.

Examples

dist = MeixnerDistribution[1, 0.5, 0, 1];
Mean[dist]

RandomVariate[MeixnerDistribution[1, 0, 0, 1], 5]

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