The mu and sigma parameters for pymc's log normal distribution are the not the mean and standard deviation of the log normal. If X is a log normal random variable then log X is a normal random variable, and pymc's mu and sigma are the mean and standard deviation of log X.
There is a fairly simple formula that produces mu and sigma to get a log normal with a given mean and standard deviation. It would be useful to have this incorporated into our code.
brendan-m-murphy
commented
2 months ago
The
muandsigmaparameters for pymc's log normal distribution are the not the mean and standard deviation of the log normal. IfXis a log normal random variable thenlog Xis a normal random variable, and pymc'smuandsigmaare the mean and standard deviation oflog X.There is a fairly simple formula that produces
muandsigmato get a log normal with a given mean and standard deviation. It would be useful to have this incorporated into our code.