Table 2: Some properties of the g-and-h distribution.

g h κ 1 κ 2
0 0 0 3
0 0.2 0 21.46
0.2 0 0.61 3.68
0.2 0.2 2.81 155.98

κ 1 = kappa_1 = skewness; κ 2 = kappa_2 = kurtosis.