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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.
The text was updated successfully, but these errors were encountered:
The
mu
andsigma
parameters for pymc's log normal distribution are the not the mean and standard deviation of the log normal. IfX
is a log normal random variable thenlog X
is a normal random variable, and pymc'smu
andsigma
are the mean and standard deviation oflog X
.There is a fairly simple formula that produces
mu
andsigma
to get a log normal with a given mean and standard deviation. It would be useful to have this incorporated into our code.The text was updated successfully, but these errors were encountered: