 clean EEG distribution.
    sig : array
        Estimated standard deviation of the clean EEG distribution.
    alpha : float
        Estimated scale parameter of the generalized Gaussian clean EEG
        distribution.
    beta : float
        Estimated shape parameter of the generalized Gaussian clean EEG
        distribution.

    &#34;&#34;&#34;
    # sort data so we can access quantiles directly
    X = np.sort(X)
    n = len(X)

    # compute z bounds for the truncated standard generalized Gaussian p