search

arviz-devs / preliz

A tool-box for prior elicitation.
https://preliz.readthedocs.io
Apache License 2.0
78 stars 9 forks source link

Distributions Gallery: Add ExGaussian #507

Closed aleicazatti closed 1 month ago

aleicazatti commented 1 month ago

Notes:

I tried to derive the PDF and CDF from the equations on the Wikipedia page using $\nu$, but in the docstring of the distribution, the PDF expression is a little different.

aloctavodia commented 1 month ago

Are the differences indicate a potential mistake somewhere or just two ways to express the same? Did you compare the mathematical expressions for the pdf and cdf with the code for them? Are

aleicazatti commented 1 month ago

I was checking. It seems they are equivalent. I dont' know if we should use the docstring/code expressions or the ones in Wikipedia.

aloctavodia commented 1 month ago

Not sure, probably match the code.