Utilities are provided which are of use in the
packages I have developed for dealing with
distributions. Currently these packages are GeneralizedHyperbolic,
VarianceGamma, and SkewHyperbolic and NormalLaplace. Each of these
packages requires DistributionUtils. Functionality includes sample
skewness and kurtosis, log-histogram, tail plots, moments by
integration, changing the point about which a moment is
calculated, functions for testing distributions using inversion
tests and the Massart inequality. Also includes an implementation
of the incomplete Bessel K function.