VarianceGammaDistribution

VarianceGammaDistribution[λ, α, β, μ] represents a variance-gamma distribution with location parameter μ, skewness parameter β, and shape parameters λ and α.

Examples

Create distribution:

dist = VarianceGammaDistribution[1, 2, 0, 0];

Plot PDF:

Plot[PDF[VarianceGammaDistribution[1, 2, 0, 0], x], {x, -5, 5}]

Random samples:

RandomVariate[VarianceGammaDistribution[1, 2, 0.5, 0], 10]

Please visit the official Wolfram Language Reference for more details.