exGaussianverdeling
The exGaussian distribution is a probability distribution that combines properties of both the Gaussian (normal) distribution and the exponential distribution. It is often used to model data that exhibits both a symmetric, bell-shaped distribution around a central value and a long tail on one side, typically to the right. This makes it particularly useful in fields such as finance, where it can describe the distribution of stock returns or other financial variables.
The exGaussian distribution is defined by two parameters: the mean (μ) of the Gaussian component and the
One of the key features of the exGaussian distribution is its ability to capture the skewness often
In practice, the exGaussian distribution can be fitted to data using maximum likelihood estimation or other