pymc.LogitNormal — PyMC 5.22.0 documentation (original) (raw)
class pymc.LogitNormal(name, *args, rng=None, dims=None, initval=None, observed=None, total_size=None, transform=UNSET, default_transform=UNSET, **kwargs)[source]#
Logit-Normal distribution.
The pdf of this distribution is
\[f(x \mid \mu, \tau) = \frac{1}{x(1-x)} \sqrt{\frac{\tau}{2\pi}} \exp\left\{ -\frac{\tau}{2} (logit(x)-\mu)^2 \right\}\]
(Source code, png, hires.png, pdf)
Support | \(x \in (0, 1)\) |
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Mean | no analytical solution |
Variance | no analytical solution |
Parameters:
mutensor_like of float, default 0
Location parameter.
sigmatensor_like of float, optional
Scale parameter (sigma > 0). Defaults to 1.
tautensor_like of float, optional
Scale parameter (tau > 0). Defaults to 1.
Methods
LogitNormal.dist([mu, sigma, tau]) | Create a tensor variable corresponding to the cls distribution. |
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