TukeyLambdaDistribution
TukeyLambdaDistribution[λ] represents Tukey's lambda distribution with shape parameter λ.
TukeyLambdaDistribution[λ, μ, σ]represents Tukey's lambda distribution with location parameter μ and scale parameter σ.TukeyLambdaDistribution[{λ1, λ2}, μ, {σ1, σ2}]represents the generalized Tukey's lambda distribution with location parameter μ, scale parameters σ1 and σ2, and shape parameters λ1 and λ2.
Examples
PDF[TukeyLambdaDistribution[0.5], x]Please visit the official Wolfram Language Reference for more details.