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.

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