What would be the expression for the cumulative distribution function of the generalized gaussian distribution. The PDF of distribution is given by:

$\displaystyle

f(x)=a e^{-|bx|^c},

$

where

$\displaystyle

a=\frac{bc}{2\Gamma(\frac{1}{c})}

$

and

$\displaystyle

b=\frac{1}{\sigma_x} \sqrt{\frac{\Gamma(\frac{3}{c})}{\Gamma(\frac{1}{c }) }}

$

Thanks