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diff --git a/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/SkewGeneralizedNormalDistribution.java b/src/de/lmu/ifi/dbs/elki/math/statistics/distribution/SkewGeneralizedNormalDistribution.java
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+package de.lmu.ifi.dbs.elki.math.statistics.distribution;
+
+/*
+ This file is part of ELKI:
+ Environment for Developing KDD-Applications Supported by Index-Structures
+
+ Copyright (C) 2013
+ Ludwig-Maximilians-Universität München
+ Lehr- und Forschungseinheit für Datenbanksysteme
+ ELKI Development Team
+
+ This program is free software: you can redistribute it and/or modify
+ it under the terms of the GNU Affero General Public License as published by
+ the Free Software Foundation, either version 3 of the License, or
+ (at your option) any later version.
+
+ This program is distributed in the hope that it will be useful,
+ but WITHOUT ANY WARRANTY; without even the implied warranty of
+ MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
+ GNU Affero General Public License for more details.
+
+ You should have received a copy of the GNU Affero General Public License
+ along with this program.  If not, see <http://www.gnu.org/licenses/>.
+ */
+
+import java.util.Random;
+
+import de.lmu.ifi.dbs.elki.math.MathUtil;
+
+/**
+ * Generalized Gaussian distribution by adding a skew term, similar to lognormal
+ * distributions.
+ * 
+ * This is one kind of generalized normal distributions. Note that there are
+ * multiple that go by the name of a "Generalized Normal Distribution".
+ * 
+ * @author Erich Schubert
+ */
+public class SkewGeneralizedNormalDistribution implements Distribution {
+  /**
+   * Mean value for the generator
+   */
+  private double mean;
+
+  /**
+   * Standard deviation
+   */
+  private double stddev;
+
+  /**
+   * Skew.
+   */
+  private double skew;
+
+  /**
+   * The random generator.
+   */
+  private Random random;
+
+  /**
+   * Constructor for Gaussian distribution
+   * 
+   * @param mean Mean
+   * @param stddev Standard Deviation
+   * @param skew Skew
+   * @param random Random generator
+   */
+  public SkewGeneralizedNormalDistribution(double mean, double stddev, double skew, Random random) {
+    super();
+    this.mean = mean;
+    this.stddev = stddev;
+    this.skew = skew;
+    this.random = random;
+  }
+
+  /**
+   * Constructor for Gaussian distribution
+   * 
+   * @param mean Mean
+   * @param stddev Standard Deviation
+   * @param skew Skew
+   */
+  public SkewGeneralizedNormalDistribution(double mean, double stddev, double skew) {
+    this(mean, stddev, skew, null);
+  }
+
+  @Override
+  public double pdf(double val) {
+    return pdf(val, mean, stddev, skew);
+  }
+
+  @Override
+  public double cdf(double val) {
+    return cdf(val, mean, stddev, skew);
+  }
+
+  @Override
+  public double quantile(double q) {
+    return quantile(q, mean, stddev, skew);
+  }
+
+  @Override
+  public double nextRandom() {
+    double y = random.nextGaussian();
+    if (Math.abs(skew) > 0.) {
+      y = (1. - Math.exp(-skew * y)) / skew;
+    }
+    return mean + stddev * y;
+
+  }
+
+  @Override
+  public String toString() {
+    return "SkewNormalDistribution(mean=" + mean + ", stddev=" + stddev + ", skew=" + skew + ")";
+  }
+
+  /**
+   * Probability density function of the skewed normal distribution.
+   * 
+   * @param x The value.
+   * @param mu The mean.
+   * @param sigma The standard deviation.
+   * @return PDF of the given normal distribution at x.
+   */
+  public static double pdf(double x, double mu, double sigma, double skew) {
+    x = (x - mu) / sigma;
+    if (Math.abs(skew) > 0.) {
+      x = -Math.log(1. - skew * x) / skew;
+    }
+    return MathUtil.SQRTHALF * Math.exp(-.5 * x * x) / sigma / (1 - skew * x);
+  }
+
+  /**
+   * Cumulative probability density function (CDF) of a normal distribution.
+   * 
+   * @param x value to evaluate CDF at
+   * @param mu Mean value
+   * @param sigma Standard deviation.
+   * @return The CDF of the given normal distribution at x.
+   */
+  public static double cdf(double x, double mu, double sigma, double skew) {
+    x = (x - mu) / sigma;
+    if (Math.abs(skew) > 0.) {
+      double tmp = 1 - skew * x;
+      if (tmp < 1e-15) {
+        return (skew < 0.) ? 0. : 1.;
+      }
+      x = -Math.log(tmp) / skew;
+    }
+    return .5 + .5 * NormalDistribution.erf(x * MathUtil.SQRTHALF);
+  }
+
+  /**
+   * Inverse cumulative probability density function (probit) of a normal
+   * distribution.
+   * 
+   * @param x value to evaluate probit function at
+   * @param mu Mean value
+   * @param sigma Standard deviation.
+   * @return The probit of the given normal distribution at x.
+   */
+  public static double quantile(double x, double mu, double sigma, double skew) {
+    x = NormalDistribution.standardNormalQuantile(x);
+    if (Math.abs(skew) > 0.) {
+      x = (1. - Math.exp(-skew * x)) / skew;
+    }
+    return mu + sigma * x;
+  }
+}