Is it possible to use Beta distribution with different range rather than (0,1).
Perhaps do a deterministic transform on the beta distribution RV? ping @junpenglao, who may know better than me.
If you are using it as a latent variable, you can do the deterministic transformation on the Beta:
with pm.Model(): p = pm.Beta('p', 1., 1.,) p_ = a + p_*(b-a) # p_ is now in the range of (a, b)
You can add Jacobian correction to a potential to make sure it is proper.
If you are using the Beta as observed, then the easiest way is scale the observed to (0, 1)
Do you mean:
with pm.Model(): p = pm.Beta('p', 1., 1.,) p_ = a + p * (b-a) # p_ is now in the range of (a, b)
? (All I did was remove the underscore from the equation involving
Yes that’s what I meant
It is observed variable, I will scale the output.
Thanks for your help