JuliaMath / MeasureTheory.jl

"Distributions" that might not add to one.
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Add methods for `logdensity_def(::Normal, ::Normal, x)` #230

Open cscherrer opened 2 years ago

cscherrer commented 2 years ago
julia> using Symbolics

julia> @variables μp σp μq σq x;

julia> logdensity_rel(Normal(μp,σp), Normal(μq,σq), x) |> simplify
(1//2)*(((x - μq) / σq)^2) - (1//2)*(((x - μp) / σp)^2)

Note that it simplifies more than this (Factor out the 1/2, then it's a difference of squares).

We can make this efficient by adding logdensity_def methods