ly Modified Normal Distribution</h2>
<div id="probability-density-function-1" class="section level3">
<h3><span class="header-section-number">15.3.1</span> Probability Density Function</h3>
<p>If <span class="math inline">\(\mu \in \mathbb{R}\)</span>, <span class="math inline">\(\sigma \in \mathbb{R}^+\)</span>, and <span class="math inline">\(\lambda \in \mathbb{R}^+\)</span>, then for <span class="math inline">\(y \in \mathbb{R}\)</span>, <span class="math display">\[
\text{ExpModNormal}(y|\mu,\sigma,\la