 A normal variance-mean mixture can be thought of as the distribution of a certain quantity in an inhomogeneous population consisting of many different normal distributed subpopulations.It is the distribution of the position of a Wiener process (Brownian motion) with drift formula_5 and infinitesimal variance formula_17 observed at a random time point independent of the Wiener process and with probability density function formula_1.An important example of normal variance-mean mixtures is the generalised hyperbolic distribution in which the mixing distribution is the generalized inverse Gaussian distribution.