aesara-devs / aemcmc

AeMCMC is a Python library that automates the construction of samplers for Aesara graphs representing statistical models.
https://aemcmc.readthedocs.io/en/latest/
MIT License
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Add relations for the Student t distributions #62

Open rlouf opened 2 years ago

rlouf commented 2 years ago
  1. If $Z \sim \operatorname{Norm}(0,1)$ and $\chi^2 \sim \operatorname{ChiSquared}(n)$ then $Y = \frac{Z}{\sqrt{\chi^2 /n}} \sim \operatorname{T}(n)$. Falls under #65.
  2. If $X \sim \operatorname{Norm}(\mu, \sigma)$, $\tau = 1 / \sigma^2 \sim \operatorname{Gamma}(\alpha, \beta)$ then $X$ is a random variable with a Student's t distribution. This one falls under #49.